Conclave 发表于 2025-3-28 18:31:41

Ursachen der Umbauerscheinungen,eturns. Stable distributions possess several properties which make plausible their application in the field of finance — heavy tails, excess kurtosis, domains of attraction. Unfortunately working with stable laws is very much obstructed by the lack of closed-form expressions for probability density

连接 发表于 2025-3-28 20:57:51

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苦涩 发表于 2025-3-29 00:44:45

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Substitution 发表于 2025-3-29 06:26:19

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jet-lag 发表于 2025-3-29 08:57:41

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chondromalacia 发表于 2025-3-29 15:27:20

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干涉 发表于 2025-3-29 18:44:13

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Neolithic 发表于 2025-3-29 20:05:37

Bootstrap Unit Root Tests for Heavy-Tailed Time Series,ing simulated data. Applications to financial time series are also presented. Two different bootstrap methods and the subsampling approach are compared. Conclusions on the optimal bootstrap parameters, the range of applicability, and the performance of the tests are presented.

enlist 发表于 2025-3-30 03:09:23

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Flatter 发表于 2025-3-30 05:40:55

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查看完整版本: Titlebook: Handbook of Computational and Numerical Methods in Finance; Svetlozar T. Rachev Book 2004 Birkhäser Boston 2004 Probability theory.algorit