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

    12 Citations (Scopus)
    71 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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