Do financial returns have finite or infinite variance? A paradox and an explanation (Q3063854): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697680903540381
+Normal rank
@@ Property / OpenAlex ID @@
+W2113195484
@@ Property / OpenAlex ID: W2113195484 / rank @@
+Normal rank
@@ Property / cites work @@
+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility for Lévy Processes
@@ Property / cites work: Stochastic Volatility for Lévy Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not?
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255465
@@ Property / cites work: Q4255465 / rank @@
+Normal rank
@@ Property / cites work @@
+Local prelimit theorems and their applications to finance
+Normal rank
@@ Property / cites work @@
+Pre-limit theorems and their applications
@@ Property / cites work: Pre-limit theorems and their applications / rank @@
+Normal rank
@@ Property / cites work @@
+The supremum of a negative drift random walk with dependent heavy-tailed steps.
+Normal rank
@@ Property / cites work @@
+Q4223580
@@ Property / cites work: Q4223580 / rank @@
+Normal rank