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scientific article; zbMATH DE number 4197687
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scientific article; zbMATH DE number 4197687

    Statements

    publication date
    1991
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    zbMATH Keywords
    stable distributions
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    financial modelling
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    asset returns
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    geometric summation model
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    portfolios of financial assets
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    bivariate stock-return data
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    author
    Stefan Mittnik
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    Svetlozar T. Rachev
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    60E07
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    62P20
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    91B82
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    zbMATH DE Number
    4197687
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