Modeling chinese stock returns with stable distribution
From MaRDI portal
Publication:646126
DOI10.1016/j.mcm.2011.03.004zbMath1225.91073MaRDI QIDQ646126
Yucheng Dong, Weidong Xu, Chongfeng Wu, Wei-Lin Xiao
Publication date: 11 November 2011
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2011.03.004
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G80: Financial applications of other theories
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Cites Work
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