On[alpha]-Symmetric Multivariate Characteristic Functions
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- Rustam Ibragimov, 2005. "Portfolio Diversification and Value At Risk Under Thick-Tailedness," Yale School of Management Working Papers amz2386, Yale School of Management, revised 01 Aug 2005.
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Keywords
[alpha]-symmetric distribution; Askey's theorem; Bessel function; characteristic function; Fourier transform; multivariate unimodality; positive definite;All these keywords.
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