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Research Details

Overview: Time Series Analysis of Higher Moments and Distributions of Financial Data, Journal of Econometrics

Type

Article

Author(s)

Torben Andersen, Chia-Lin Chang, Shiqing LING

Date Published

2021

Citations

Andersen, Torben, Chia-Lin Chang, and Shiqing LING. 2021. Overview: Time Series Analysis of Higher Moments and Distributions of Financial Data. Journal of Econometrics.

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