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scientific article; zbMATH DE number 5166033
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scientific article; zbMATH DE number 5166033

    Statements

    publication date
    21 June 2007
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    zbMATH Keywords
    infinite divisibility
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    elliptically contoured distributions
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    stochastic volatility
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    processes of Ornstein-Uhlenbeck type
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    Identifiers

    Mathematics Subject Classification ID
    60G51
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    60E07
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    91B28
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    zbMATH DE Number
    5166033
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