\(\alpha\)-stable random vectors with time varying spectral measure and applications to financial time series analysis. (Q3521202)
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scientific article; zbMATH DE number 5314552
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| English | \(\alpha\)-stable random vectors with time varying spectral measure and applications to financial time series analysis. |
scientific article; zbMATH DE number 5314552 |
Statements
21 August 2008
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0.778978168964386
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0.7761769890785217
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0.7750722765922546
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0.7703893184661865
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