Bivariate sub-Gaussian model for stock index returns (Q2146838)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bivariate sub-Gaussian model for stock index returns |
scientific article |
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Bivariate sub-Gaussian model for stock index returns (English)
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21 June 2022
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nonparametric methods
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characteristic function
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bivariate sub-Gaussian distribution
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\(\alpha\)-stable process
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