Modeling and simulation of financial returns under non-Gaussian distributions

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Author:  Domenico, Federica De; Montagna, Guido; Nicrosini, Oreste
Date:  2023
Publisher:  Elsevier
Subject:   Econophysics; Financial return; Heavy-tailed distributions; Stochastic processes 
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  • Filename: 2023. Modeling and simulation of financial returns under non-Gaussian distributions.pdf
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