Do financial returns have finite or infinite variance? A paradox and an explanation (Q3063854): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Do financial returns have finite or infinite variance? A paradox and an explanation |
scientific article |
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Do financial returns have finite or infinite variance? A paradox and an explanation (English)
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15 December 2010
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financial returns
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finite variance
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infinite variance
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heavy tails
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Bachelier-Samuelson model
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Mandelbrot model
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