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scientific article; zbMATH DE number 2079171
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scientific article; zbMATH DE number 2079171

    Statements

    publication date
    22 July 2004
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    Mathematics Subject Classification ID
    60E05
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    60F05
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    60E10
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    62P05
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    62P20
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    91B28
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    91B62
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    zbMATH DE Number
    2079171
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    zbMATH Keywords
    asset returns
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    growth rate models
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    currency exchange rate
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    low-Laplace distribution
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    double Pareto distribution
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    geometric multiplication
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    heavy-tail modelling
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    log-normal distribution
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    power function distribution
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    random stability
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    tent-shaped distribution
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