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Non-Gaussianity

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Non-Gaussianity

New families of distributions fitting L-moments for modeling financial data

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Submitted 2003
Non-Gaussianity

A theoretical comparison between moments and L-moments

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Submitted 2003
Non-Gaussianity

Stable distribution: A survey on simulation and calibration methodologies

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Publication 2003.
Non-Gaussianity

Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis

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Non-Gaussianity

Nongaussian Multivariate Simulations in Mark-to-Future calculations

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Proceedings of the Mercado de Futuros, Madrid 2002
Non-Gaussianity

Applications of descriptive measures in Risk Management

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Ph.D. thesis. 2002 - Department of Mathematics. University of Toronto
Non-Gaussianity

Measures of dependence for multivariate Levy distributions

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American Institute of Physics. 2001
Non-Gaussianity

Analytical methods for multivariate stable probability distributions

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Ph.D. thesis. 2001 - Department of Mathematics. University of Toronto
Non-Gaussianity

Non-Gaussian Univariate Distributions

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RiskLab - AlgoReserachQuaterly, Jan 2000
Non-Gaussianity
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