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Latest revision as of 13:16, 22 May 2024

scientific article; zbMATH DE number 540366
Language Label Description Also known as
English
Modeling asset returns with alternative stable distributions<sup>*</sup>
scientific article; zbMATH DE number 540366

    Statements

    Modeling asset returns with alternative stable distributions<sup>*</sup> (English)
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    30 November 1994
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    distributional form of returns on financial assets
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    asset-return models
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    geometric-summation scheme
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    double Weibull distribution
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    stable distributions
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    univariate analysis
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    stable Paretian distribution
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    nonrandom stable
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    geometric-stable distributions
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    identification
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    estimation
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    Weibull distribution
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    financial modelling
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