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scientific article

    Statements

    publication date
    13 July 2009
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    zbMATH Keywords
    currency exchange data
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    goodness-of-fit test
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    characteristic function
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    maximum likelihood estimation
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    skew Laplace distribution
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    quantitative finance
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    Identifiers

    Mathematics Subject Classification ID
    62G10
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    62G05
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    62P05
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    65C05
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    60E10
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    zbMATH DE Number
    5577611
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