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The Lucas orchard - MaRDI portal

The Lucas orchard (Q2857039)

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scientific article; zbMATH DE number 6221448
Language Label Description Also known as
English
The Lucas orchard
scientific article; zbMATH DE number 6221448

    Statements

    author
    Ian Martin
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    published in
    Econometrica
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    publication date
    31 October 2013
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    zbMATH Keywords
    comovement
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    multiple assets
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    small assets
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    disasters
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    Lucas tree
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    Fourier transform
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    complex analysis
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    cumulant-generating function
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    title
    The Lucas orchard (English)
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    Identifiers

    DOI
    10.3982/ECTA8446
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    zbMATH DE Number
    6221448
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    OpenAlex ID
    W4244583600
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