Convolutions of heavy-tailed random variables and applications to portfolio diversification and (MA(1) time series

JF (Joseph) Francois

Research output: Contribution to journalArticleAcademicpeer-review

Original languageUndefined/Unknown
Pages (from-to)1011-1026
Number of pages16
JournalAdvances in Applied Probability
Volume32
Publication statusPublished - 2000
Externally publishedYes

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