par Dominicy, Yves ;Veredas, David
Publication Publié, 2010-02
Travail de recherche/Working paper
Titre:
  • The method of simulated quantiles
Auteur:Dominicy, Yves; Veredas, David
Statut de publication:Publié, 2010-02
series:ECARES Working Papers, 2010-008
Sujet CREF:Economie
Sujet JEL:Multiple or Simultaneous Equation Models: Time-Series Models
Information and Market Efficiency; Event Studies
Financial Markets and the Macroeconomy
Volumes/pages:30 p.
Mots-clés:Quantiles
simulated methods
α-stable distribution
fat tails
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2013/230859

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