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Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Levy-processes
Barndorff-Nielsen, Ole Eiler
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Stelzer, Robert
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2004
Persistent link: https://www.econbiz.de/10010266195
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Some aspects of Levy copulas
Barndorff-Nielsen, Ole Eiler
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Lindner, Alexander M.
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2004
Persistent link: https://www.econbiz.de/10010270604
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