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Modeling Asset Returns with Alternative Stable Distributions.

Year of publication:
1991
Authors: Mittnik, S. ; Rachev, S.T.
Institutions: Economics Department, State University of New York-Stony Brook (SUNY)
Subject: efficiency | economic theory | statistical analysis
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Series:
Department of Economics Working Papers.
Type of publication: Book / Working Paper
Notes:
63 pages
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005744221
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