Heavy tails of OLS

Casper de Vries, T Mikosch

Research output: Contribution to journalArticleAcademicpeer-review

11 Citations (Scopus)
Original languageEnglish
Pages (from-to)205-221
Number of pages17
JournalJournal of Econometrics
Volume172
Issue number2
DOIs
Publication statusPublished - 2013

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