From Brownian motion to operational risk: statistical physics and financial markets
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Publication:1865443
DOI10.1016/S0378-4371(02)01783-1zbMath1098.91545MaRDI QIDQ1865443
Publication date: 26 March 2003
Published in: Physica A (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Equilibrium statistical mechanics (82B99)
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