A measurement of heaviness of tails for the distribution of log-ratio of financial variables I : transformation models and exponentially weighted likelihood
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A measurement of heaviness of tails for the distribution of log-ratio of financial variables I : transformation models and exponentially weighted likelihood
（Working paper / Hitotsubashi University, Faculty of Commerce, Series No. 28）
Hitotsubashi University, Faculty of Commerce, [1999]
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Note
"First draft: August 24, 1997, Current draft: July 16, 1999" -- leaf 1
Bibliography: leaf 11
