Tail estimation of the stable index \(\alpha\) (Q1921190): Difference between revisions

@@ Property / author @@
-Stefan Mittnik
@@ Property / author: Stefan Mittnik / rank @@
-Normal rank
@@ Property / author @@
+Stefan Mittnik
@@ Property / author: Stefan Mittnik / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0893-9659(96)00031-6
+Normal rank
@@ Property / OpenAlex ID @@
+W1990961106
@@ Property / OpenAlex ID: W1990961106 / rank @@
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Q3670359
@@ Property / cites work: Q3670359 / rank @@
+Normal rank
@@ Property / cites work @@
+Best attainable rates of convergence for estimates of parameters of regular variation
+Normal rank
@@ Property / cites work @@
+Modeling asset returns with alternative stable distributions<sup>*</sup>
+Normal rank
@@ Property / cites work @@
+On some expansions of stable distribution functions
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+MULTIVARIATE STABLE FUTURES PRICES
@@ Property / cites work: MULTIVARIATE STABLE FUTURES PRICES / rank @@
+Normal rank