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This is an update request for the document Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets
by Mico Loretan and Peter C. B. Phillips
Your paper was deposited in Research Papers in Economics
and appears online at http://www.sciencedirect.com/science/article/B6VFG-45F9NFS-4/2/15e341b006d52cfba93be887b978b8ed
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ensure that the original record at this location is updated/removed.