Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series
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Publication:2713154
DOI10.1239/aap/1013540345zbMath0979.60010OpenAlexW2116995969MaRDI QIDQ2713154
Casper G. de Vries, Liang Peng, J. L. Geluk
Publication date: 3 February 2002
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1013540345
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