Dynamic tail inference with log-Laplace volatility
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This paper has been announced in the following NEP Reports:- NEP-ECM-2019-01-21 (Econometrics)
- NEP-ETS-2019-01-21 (Econometric Time Series)
- NEP-ORE-2019-01-21 (Operations Research)
- NEP-RMG-2019-01-21 (Risk Management)
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