Financial Volatility and Independent and Identically Distributed Variables
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- Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2005. "Financial volatility and independent and identically distributed variables," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 346(3), pages 484-498.
References listed on IDEAS
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- Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "Characteristic function approach to the sum of stochastic variables," MPRA Paper 1984, University Library of Munich, Germany.
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- G - Financial Economics
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