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

@@ Property / cites work @@
+Multivariate stable distributions
@@ Property / cites work: Multivariate stable distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Association of stable random variables
@@ Property / cites work: Association of stable random variables / rank @@
+Normal rank
@@ Property / cites work @@
+Regression-Type Estimation of the Parameters of Stable Laws
+Normal rank
@@ Property / cites work @@
+Properties of certain symmetric stable distributions
+Normal rank
@@ Property / cites work @@
+Limit theorems for sums of linearly generated random variables
+Normal rank
@@ Property / cites work @@
+MULTIVARIATE STABLE FUTURES PRICES
@@ Property / cites work: MULTIVARIATE STABLE FUTURES PRICES / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0218348x00000111
+Normal rank
@@ Property / OpenAlex ID @@
+W1963496217
@@ Property / OpenAlex ID: W1963496217 / rank @@
+Normal rank