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hdl.handle.net/1765/12390
Advances in Applied Probability
Erasmus School of Economics

Geluk, J.L, Peng, L, & de Vries, C.G. (2000). Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series. Advances in Applied Probability, 1011–1026. Retrieved from http://hdl.handle.net/1765/12390