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scientific article; zbMATH DE number 939794
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scientific article; zbMATH DE number 939794

    Statements

    publication date
    3 December 1996
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    zbMATH Keywords
    financial models
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    heavy tails
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    Poisson shot noise processes
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    long-range dependence
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    Identifiers

    Mathematics Subject Classification ID
    60G55
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    60E07
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    62P05
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    zbMATH DE Number
    939794
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