Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2021
ISSN: 1556-5068
DOI: 10.2139/ssrn.3772162