A robust statistical approach to select adequate error distributions for financial returns

Julien Hambuckers and Cedric Heuchenne

No 2017031, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2017-01-01
Note: In : Journal of Applied Statistics, vol. 44, no. 1, p. 137-161 (2017)
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