Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series (Q2713154): Difference between revisions
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Revision as of 05:21, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series |
scientific article |
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Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series (English)
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3 February 2002
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heavy tails
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regular variation
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portfolio diversification
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convolution
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time series
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