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Reply to comments on modeling asset returns with alternative stable distributions and some extensions *
Authors:
Stefan Mittink a;
Svetlozar T. Rachev b
| Affiliations: | a Dept. of Economics, State University of New York, Stony Brook, NewYork |
| b Dept. of Statistics & Applied Probability, Univesity of California, Santa Barbara, CA |
DOI:
10.1080/07474939308800270
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6 issues per year
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Abstract
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*The research was supported by NSF Grant DMS-9103452; NATO Grant CR 900798; a grant by the DFG; and a SUNY-Stony Brook Interdisciplinary Research Initiation Grant.S.T. Rachev's research was also sponsored by the Laboratoire d'
 conom6trie de 1'cole Politechnique, Paris
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