Multi-tail generalized elliptical distributions for asset returns (Q3161678): Difference between revisions

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Revision as of 08:51, 3 July 2024

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Multi-tail generalized elliptical distributions for asset returns
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    Multi-tail generalized elliptical distributions for asset returns (English)
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    15 October 2010
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    \(\alpha \)-stable distributions
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    generalized elliptical distributions
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    likelihood ratio test
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    risk management
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    \(t\)-distributions
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    varying-tail parameter
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