Modeling the cryptocurrency return distribution via Laplace scale mixtures (Q2165655)
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English | Modeling the cryptocurrency return distribution via Laplace scale mixtures |
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Modeling the cryptocurrency return distribution via Laplace scale mixtures (English)
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22 August 2022
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cryptocurrencies
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econophysics
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inverse cubic power-law
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Laplace distribution
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scale mixture
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heavy-tailed distributions
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