Zobecněný stabilní model ve financích
In this contribution, a basic theoretical approach to stable laws is described. There are mentioned some definitions of the stable distributions, properties and behavior of stable distributed random variables. Next, conditional modeling under the stable laws are analyzed. One can find homoskedastic...
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| Format: | Dissertation |
| Language: | Czech |
| Published: |
2007
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| Online Access: | http://www.nusl.cz/ntk/nusl-289193 |