MULTIVARIATE STABLE FUTURES PRICES (Q3126228): Difference between revisions
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Latest revision as of 18:57, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIVARIATE STABLE FUTURES PRICES |
scientific article |
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MULTIVARIATE STABLE FUTURES PRICES (English)
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28 May 1997
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stable portfolio
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Pareto-Levy distribution
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domain of attraction
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multivariate stable Pareto law
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tail estimators
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index of stability parameter
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spectral measure
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association
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portfolio risk
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covariation
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