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~institution:"Wirtschaftswissenschaftliches Zentrum, Universität Basel"
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Wirtschaftswissenschaftliches Zentrum, Universität Basel
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The Generalized Lognormal Distribution and the Stieltjes Moment Problem
Kleiber, Christian
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Wirtschaftswissenschaftliches Zentrum, Universität Basel
-
2012
random variable following a generalized
error
distribution
, and hence figures prominently in the EGARCH model of asset price …
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