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tempered stable distribution, infinitely divisible distribution, value-at-risk, conditional value-at-risk, average value-at-risk
housing market cycle, transactions, rentals, residential house prices, mortgages, real-estate investment funds, taxation of residential housing
credit default swap, Cox-Ingersoll-Ross, non-Gaussian Ornstein-Uhlenbeck processes, Lévy processes, Sato processes, filtering methods, unscented Kalman filter, particle filter
real estate investment funds, asset management, firm value model, non-normal distributions, Monte Carlo simulation
open-end funds, asset management companies, panel data, robust estimators, normal inverse Gaussian distribution
Ornstein-Uhlenbeck processes, tempered stable distributions, tempered infinitely divisible distributions, integrated processes, acceptance-rejection sampling, maximum likelihood estimation
volatility smile, option pricing, non-Gaussian Ornstein-Uhlenbeck processes, Lévy processes, tempered stable processes and distributions, stochastic volatility models, time-changed Lévy processes, GARCH model, filtered historical simulation, particle filter
open-end mutual funds, normal distribution, tempered stable distributions, value at risk, average value at risk
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index-linked bonds, fair-value, structured products, mispricing
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