Time-varying asymmetry and tail thickness in long series of...

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Time-varying asymmetry and tail thickness in long series of daily financial returns

Mazur, Błażej, Pipień, Mateusz
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Language:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.1515/snde-2017-0071
Date:
October, 2018
File:
PDF, 2.71 MB
english, 2018
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