Three Non-Gaussian Models of Dependence in Returns (Q4976495)
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scientific article; zbMATH DE number 6754918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Three Non-Gaussian Models of Dependence in Returns |
scientific article; zbMATH DE number 6754918 |
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Three Non-Gaussian Models of Dependence in Returns (English)
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31 July 2017
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variance gamma model
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exchange traded funds
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independent components analysis
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local correlation
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