CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS" (Q4810240): Difference between revisions

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+MaRDI publication profile
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+Multivariate stable distributions
@@ Property / cites work: Multivariate stable distributions / rank @@
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+Association of stable random variables
@@ Property / cites work: Association of stable random variables / rank @@
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+Regression-Type Estimation of the Parameters of Stable Laws
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+Properties of certain symmetric stable distributions
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+Limit theorems for sums of linearly generated random variables
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+MULTIVARIATE STABLE FUTURES PRICES
@@ Property / cites work: MULTIVARIATE STABLE FUTURES PRICES / rank @@
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+https://doi.org/10.1142/s0218348x00000111
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+W1963496217
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+Publication:4810240