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    author
    Q191327
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    Stefan Mittnik
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    publication date
    8 April 2001
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    Mathematics Subject Classification ID
    91G70
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    60E07
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    60G52
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    91-02
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    zbMATH DE Number
    1585382
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    zbMATH Keywords
    stable distributions
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    stable postfolio theory
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    risk management ARCH-type models
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    stable econometric models
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