Alternative multivariate stable distributions and their applications to financial modeling
Author:
Publisher
Birkhäuser Boston
Link
http://link.springer.com/content/pdf/10.1007/978-1-4684-6778-9_6.pdf
Reference12 articles.
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3. E. Fama, “Risk, return and equilibrium: some clarifying comments”, J. Finance 23 (1968), 29–40.
4. J. Galambos, S. Kotz, Characterization of Probability Distributions, Springer-Verlag, 1978.
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