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~person:"Fabozzi, Frank J."
~person:"Mantegna, Rosario N."
~subject:"Estimation theory"
~subject:"Share price"
~type_genre:"Book section"
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Fabozzi, Frank J.
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
2
Risk assessment : decisions in banking and finance
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Estimation of α-stable sub-gaussian distributions for asset returns
Kring, Sebastian
;
Račev, Svetlozar T.
;
Höchstötter, …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 111-152)
.
2008
Persistent link: https://www.econbiz.de/10003781627
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Variety of stock returns in normal and extreme market days : the August 1998 crisis
Lillo, Fabrizio
;
Bonanno, Giovanni
;
Mantegna, Rosario N.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [77]-89)
.
2002
Persistent link: https://www.econbiz.de/10001679237
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3
High frequency data analysis in an emerging and a developed market
Palágyi, Zoltán
;
Kőrösi, Gábor
;
Mantegna, Rosario N.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [102]-109)
.
2002
Persistent link: https://www.econbiz.de/10001679243
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