Conditionally exponential dependence model for asset returns (Q1370448)
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scientific article; zbMATH DE number 1078550
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditionally exponential dependence model for asset returns |
scientific article; zbMATH DE number 1078550 |
Statements
Conditionally exponential dependence model for asset returns (English)
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26 October 1997
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stochastic CED systems
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Weibull distributions
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asset returns
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arbitrage opportunities
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capital market
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