Estimation of stable spectral measures (Q1600530)
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scientific article; zbMATH DE number 1755430
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| English | Estimation of stable spectral measures |
scientific article; zbMATH DE number 1755430 |
Statements
Estimation of stable spectral measures (English)
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13 June 2002
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multivariate alpha-stable distributions
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spectral measure
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financial modeling
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0.94123375
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0.91166365
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0.9091119
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0.8964139
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0.89498883
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