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本附件包括：

• Estimation for multivariate stable distributions with generalized.pdf
• ExtendedNeymansmoothgoodness-of-fittests,appliedtocompeting.pdf
• Fattails,VaRandsubadditivity.pdf
• HeavytailsofOLS.pdf
• Jumptails,extremedependencies,andthedistributionofstockreturns.pdf
• Latestdevelopmentsonheavy-taileddistributions.pdf
• Linearandnonlinearregressionwithstableerrors.pdf
• Modelidentificationforinfinitevarianceautoregressiveprocesses.pdf
• Momentconditiontestsforheavytailedtimeseries.pdf
• One-stepR-estimationinlinearmodelswithstableerrors.pdf
• StablemixtureGARCHmodels.pdf
• StatisticalestimationofmultivariateOrnstein–Uhlenbeckprocessesand.pdf
• Themethodofsimulatedquantiles.pdf