Modeling asset returns with alternative stable distributions<sup>*</sup> (Q4286238)
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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 |
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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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