Analysing Financial Returns by Using Regression Models Based on Non-Symmetric Stable Distributions (Q4262931): Difference between revisions
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Latest revision as of 23:43, 19 March 2024
scientific article; zbMATH DE number 1341230
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysing Financial Returns by Using Regression Models Based on Non-Symmetric Stable Distributions |
scientific article; zbMATH DE number 1341230 |
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Analysing Financial Returns by Using Regression Models Based on Non-Symmetric Stable Distributions (English)
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3 July 2000
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extreme values
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Fourier transform
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infinite variance
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skewness
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stable distribution
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