Modelling tail risk with tempered stable distributions: an overview (Q2241120)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling tail risk with tempered stable distributions: an overview |
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Modelling tail risk with tempered stable distributions: an overview (English)
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8 November 2021
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Lévy process
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stable distribution
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tail risk
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tempered stable distribution
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