Financial and risk modelling with semicontinuous covariances
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Publication:2293145
DOI10.1016/j.ins.2017.02.002zbMath1431.91424OpenAlexW2584720005MaRDI QIDQ2293145
Publication date: 7 February 2020
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2017.02.002
Sums of independent random variables; random walks (60G50) Diffusion processes (60J60) Financial networks (including contagion, systemic risk, regulation) (91G45)
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