The theory of geometric stable distributions and its use in modeling financial data (Q1330574): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 2 users not shown)
Property / author
 
Property / author: Tomasz J. Kozubowski / rank
Normal rank
 
Property / author
 
Property / author: Tomasz J. Kozubowski / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Method for Simulating Stable Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3314935 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3250680 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3723577 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stable Distributions in Statistical Inference: 1. Symmetric Stable Distributions Compared to Other Symmetric Long-Tailed Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic methods in reliability theory: a review / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5683476 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A characteristic property of one class of limit distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Comedy of Errors: The Canonical Form for a Stable Characteristic Function / rank
 
Normal rank
Property / cites work
 
Property / cites work: First Passage Times for Combinations of Random Loads / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3341596 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Geometric stable laws: Estimation and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4693044 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4740120 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simple consistent estimators of stable distribution parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stable distributions for asset returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5202791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing for stable and infinitely divisible asset returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3673748 / rank
 
Normal rank

Latest revision as of 16:59, 22 May 2024

scientific article
Language Label Description Also known as
English
The theory of geometric stable distributions and its use in modeling financial data
scientific article

    Statements

    The theory of geometric stable distributions and its use in modeling financial data (English)
    0 references
    0 references
    0 references
    18 August 1994
    0 references
    0 references
    0 references
    0 references
    0 references
    financial data
    0 references
    probability distributions
    0 references
    stable distributions
    0 references
    geometric stable laws
    0 references
    Yen exchange rates
    0 references
    geometric stable distributions
    0 references