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/ReportReportAcademic

14 Citations (Scopus)
88 Downloads (Pure)
Original languageEnglish
Place of PublicationEindhoven
PublisherEurandom
Number of pages22
Publication statusPublished - 2000

Publication series

NameReport Eurandom
Volume2000001
ISSN (Print)1389-2355

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