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~institution:"Collegio Carlo Alberto, Università degli Studi di Torino"
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Levy processes
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multivariate generalized hyperbolic distributions
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multivariate normal mean variance mixtures
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A Generalized Normal Mean Variance Mixture for Return Processes in Finance
Luciano, Elisa
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Semeraro, Patrizia
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Collegio Carlo Alberto, Università degli Studi di Torino
-
2008
can be generated by infinite divisible normal mixtures. The standard
multivariate
normal
mean
variance mixtures assume a …
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