| Original language | English |
|---|---|
| Place of Publication | Eindhoven |
| Publisher | Eurandom |
| Number of pages | 22 |
| Publication status | Published - 2000 |
Publication series
| Name | Report Eurandom |
|---|---|
| Volume | 2000001 |
| ISSN (Print) | 1389-2355 |
Convolutions of heavy tailed random variables and applications to portfolio diversification and MA(1) time series
J. Geluk, L. Peng, C.G. Vries, de
Research output: Book/Report › Report › Academic
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