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scientific article; zbMATH DE number 7353805
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scientific article; zbMATH DE number 7353805

    Statements

    publication date
    2 June 2021
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    zbMATH Keywords
    Gumbel extreme value distribution
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    method of moments
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    stochastic volatility models
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    60G70
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    62M09
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    62M10
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    zbMATH DE Number
    7353805
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