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"A Locally Both Leptokurtic and Fat-Tailed Distribution with Application in ..."

Lukasz Lenart, Anna Pajor, Lukasz Kwiatkowski (2021)

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DOI: 10.3390/E23060689

access: open

type: Journal Article

metadata version: 2021-07-29

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  - journals/entropy/LenartPK21
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  - https://dblp.org/rec/journals/entropy/LenartPK21
Lukasz Lenart, Anna Pajor, Lukasz Kwiatkowski:
A Locally Both Leptokurtic and Fat-Tailed Distribution with Application in a Bayesian Stochastic Volatility Model. Entropy 23(6): 689 (2021)

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