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Do financial returns have finite or infinite variance? A paradox and an explanantion
Grabchak, Michael, (2009)
Asymptotic distribution of linear unbiased estimators in the presence of heavy-tailed stochastic regressors and residuals
Samorodnitsky, Gennady, (2005)
Fat tails, VaR and subadditivity
Daníelsson, Jón, (2013)