Publication:5477682

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zbMath1110.62148MaRDI QIDQ5477682

Borjana Racheva-Iotova, Stoyan V. Stoyanov

Publication date: 6 July 2006

zbMATH Keywords

stable distributions; asset returns

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

62F12: Asymptotic properties of parametric estimators

62P05: Applications of statistics to actuarial sciences and financial mathematics

60F05: Central limit and other weak theorems

62F10: Point estimation

62G09: Nonparametric statistical resampling methods

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