CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS" (Q4810240): Difference between revisions

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+Multivariate stable distributions
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+Normal rank
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+Association of stable random variables
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+Normal rank
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+Regression-Type Estimation of the Parameters of Stable Laws
+Normal rank
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+Properties of certain symmetric stable distributions
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+Limit theorems for sums of linearly generated random variables
+Normal rank
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+MULTIVARIATE STABLE FUTURES PRICES
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+Normal rank