"Regime-switching Pareto distributions for ACD models."

Giovanni De Luca, Paola Zuccolotto (2006)

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DOI: 10.1016/J.CSDA.2006.08.019

access: closed

type: Journal Article

metadata version: 2020-02-18

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Giovanni De Luca, Paola Zuccolotto:
Regime-switching Pareto distributions for ACD models. Comput. Stat. Data Anal. 51(4): 2179-2191 (2006)

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