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scientific article; zbMATH DE number 2079171
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| English | No label defined |
scientific article; zbMATH DE number 2079171 |
Statements
22 July 2004
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asset returns
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growth rate models
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currency exchange rate
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low-Laplace distribution
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double Pareto distribution
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geometric multiplication
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heavy-tail modelling
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log-normal distribution
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power function distribution
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random stability
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tent-shaped distribution
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0.7227263450622559
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0.7204872369766235
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0.7108893394470215
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