scientific article

Publication date: 8 April 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

stable distributions risk management ARCH-type models stable econometric models stable postfolio theory

Infinitely divisible distributions; stable distributions (60E07) Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Stable stochastic processes (60G52)

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