scientific article; zbMATH DE number 4197687
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Publication:5202791
zbMath0725.90006MaRDI QIDQ5202791
Stefan Mittnik, Svetlozar T. Rachev
Publication date: 1991
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stable distributionsfinancial modellingasset returnsbivariate stock-return datageometric summation modelportfolios of financial assets
Infinitely divisible distributions; stable distributions (60E07) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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