2000
Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series
Publication
Publication
Advances in Applied Probability p. 1011- 1026
Additional Metadata | |
---|---|
, , , | |
hdl.handle.net/1765/12390 | |
Advances in Applied Probability | |
Organisation | Erasmus School of Economics |
Geluk, J., Peng, L., & de Vries, C. (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 |