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scientific article; zbMATH DE number 6811494

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Publication:4593693
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zbMATH Open1381.62081MaRDI QIDQ4593693FDOQ4593693


Authors: Elisa Luciano, Patrizia Semeraro Edit this on Wikidata


Publication date: 22 November 2017



Title of this publication is not available (Why is that?)



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zbMATH Keywords

copulasnonlinear dependenceLévy processmultivariate variance Gamma


Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Gaussian processes (60G15) Applications of statistics to actuarial sciences and financial mathematics (62P05)



Cited In (2)

  • Three non-Gaussian models of dependence in returns
  • Gaussian copula under multiscale volatility





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