1 results
Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 32 / Issue 4 / December 2000
- Published online by Cambridge University Press:
- 01 July 2016, pp. 1011-1026
- Print publication:
- December 2000
-
- Article
- Export citation