A generalised Student’s t-distribution
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References listed on IDEAS
- Hansen, Bruce E, 1994.
"Autoregressive Conditional Density Estimation,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(3), pages 705-730, August.
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KeywordsGeneralised t-distribution; Symmetric short-tailed; Shape parameter; Liver toxicity;
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