MULTIVARIATE STABLE FUTURES PRICES (Q3126228): Difference between revisions

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Revision as of 11:58, 27 May 2024

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MULTIVARIATE STABLE FUTURES PRICES
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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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