Portfolio diversification effects and regular variation in financial data
| Year of publication: |
2002
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|---|---|
| Authors: | Hyung, Namwon ; de Vries, Casper G. |
| Published in: |
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society. - Heidelberg : Physica-Verl, ISSN 0002-6018, ZDB-ID 442x. - Vol. 86.2002, 1, p. 69-82
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