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Deutsche Bundesbank, Frankfurt am Main
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank
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Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank
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2003
Exact tests and confidence sets for the tail coefficient of a-stable distributions
Dufour, Jean-Marie
;
Kurz-Kim, Jeong-Ryeol
2007
A note on the coefficient of determination in regression models with infinite-variance variables
Loretan, Michael Stanislaus
;
Kurz-Kim, Jeong-Ryeol
2005
Asymptotic distribution of linear unbiased estimators in the presence of heavy-tailed stochastic regressors and residuals
Samorodnitsky, Gennady
;
Rachev, Svetlozar T.
;
Kurz-Kim, Jeong-Ryeol
2006
Consumer price adjustment under the microscope: Germany in a period of low inflation
Hoffmann, Johannes
;
Kurz-Kim, Jeong-Ryeol
Author
1
Dufour, Jean-Marie
1
Hoffmann, Johannes
1
Loretan, Michael Stanislaus
1
Rachev, Svetlozar T.
1
Samorodnitsky, Gennady
year of Publication
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2007
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2006
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2005
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2003