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On the Normal inverse Gaussian distribution in modeling volatility in the financial markets
Author: Forsberg, Lars
ISBN: 9155452981 Year: 2002 Publisher: Uppsala : Almqvist & Wiksell : Acta universitatis upsaliensis,

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Abstract

Keywords
Theses --- Inverse Gaussian distribution --- Investments --- Gaussian distribution, Inverse --- Distribution (Probability theory) --- Mathematical models --- Marchés financiers --- Modeles mathematiques

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