A robust statistical approach to select adequate error distributions for financial returns. Hambuckers, J. & Heuchenne, C. Journal of Applied Statistics, 44(1):137–161, 2016.
A robust statistical approach to select adequate error distributions for financial returns [link]Paper  doi  bibtex   
@article{Hambuckers2017ARobust,
 author = {Hambuckers, Julien and Heuchenne, C.},
 year = {2016},
 title = {A robust statistical approach to select adequate error distributions for financial returns},
 url = {http://dx.doi.org/10.1080/02664763.2016.1165803},
 keywords = {postdoc;stat},
 pages = {137--161},
 volume = {44},
 number = {1},
 issn = {0266-4763},
 journal = {Journal of Applied Statistics},
 doi = {10.1080/02664763.2016.1165803},
 howpublished = {refereed}
}

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