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A Generalized Normal Mean Variance Mixture for Return Processes in Finance
Luciano, Elisa
;
Semeraro, Patrizia
-
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 …
Persistent link: https://www.econbiz.de/10005013920
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