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Statements
22 May 2009
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codifference, covariation
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mixed-stable model
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portfolio selection
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stable law
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passivity and stagnation phenomenon
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Hurwitz zeta distribution
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financial modeling
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self-similarity
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multifractal
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infinite variance
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Hurst exponent
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Anderson-Darling
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Kolmogorov-Smirnov criteria
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