Applications of the characteristic function-based continuum GMM in finance (Q1927140)
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scientific article; zbMATH DE number 6119773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of the characteristic function-based continuum GMM in finance |
scientific article; zbMATH DE number 6119773 |
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Applications of the characteristic function-based continuum GMM in finance (English)
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30 December 2012
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autoregressive variance gamma model
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continuum of moments conditions
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simulation
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stable distribution
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