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Heavy tails in finance for independent or multifractal price increments
Mandelbrot, Benoît B.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 1-34)
.
2003
Persistent link: https://www.econbiz.de/10001881998
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Mild vs. wild randomness : focusing on those risks that matter
Mandelbrot, Benoît B.
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Taleb, Nassim Nicholas
- In:
The known, the unknown, and the unknowable in financial …
,
(pp. 47-58)
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2010
Persistent link: https://www.econbiz.de/10003991893
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