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scientific article; zbMATH DE number 639817
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| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 639817 |
Statements
13 October 1994
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alpha-stable law
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domain of attraction
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normalized spectral measure
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test of association
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test for negative association
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stability index
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multivariate stable distribution
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risk of a stable portfolio of financial assets
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0.85272956
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0.8483197
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0.8464112
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0.84269863
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