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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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