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Volume 11, Issue 4 (2024)
Properties of the entropic risk measure ...
Modern Stochastics: Theory and Applications
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Properties of the entropic risk measure EVaR in relation to selected distributions
Modeling stationary, periodic, and long memory processes by superposed jump-driven processes
Hidekazu Yoshioka
https://doi.org/10.1016/j.chaos.2024.115357
Journal:
Chaos, Solitons & Fractals
Volume 188 (2024), p. 115357
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