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Indirect Estimation of alpha-Stable Distributions and Processes

Lombardi, Marco J and Calzolari, Giorgio

Indirect Estimation of alpha-Stable Distributions and Processes 2008 - 2008 - 193-208 V. 11 Issue. 1

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Stable distributions;Infinite variance;indirect estimation;

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