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Journal: Entropy, 2021
Volume: 23
Number: 689

Article: A Locally Both Leptokurtic and Fat-Tailed Distribution with Application in a Bayesian Stochastic Volatility Model
Authors: by Łukasz Lenart, Anna Pajor and Łukasz Kwiatkowski
Link: https://www.mdpi.com/1099-4300/23/6/689

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