Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080)

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Empirical evidence on Student-\(t\) log-returns of diversified world stock indices
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    Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (English)
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    13 September 2019
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    diversified world stock index
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    growth optimal portfolio
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    log-return distribution
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    Student-\(t\) distribution
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    generalized hyperbolic distribution
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    likelihood ratio test
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