Do financial returns have finite or infinite variance? A paradox and an explanation (Q3063854): Difference between revisions

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+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
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+Stochastic Volatility for Lévy Processes
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+Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not?
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+Q5624436
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+Q4255465
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+Local prelimit theorems and their applications to finance
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+Pre-limit theorems and their applications
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+The supremum of a negative drift random walk with dependent heavy-tailed steps.
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