MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008)
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scientific article; zbMATH DE number 7303458
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS |
scientific article; zbMATH DE number 7303458 |
Statements
MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (English)
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29 January 2021
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bilateral gamma
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multivariate variance gamma
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empirical characteristic function
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skewness via cumulants
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