Testing the stable Paretian assumption (Q1600528)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Testing the stable Paretian assumption
scientific article

    Statements

    title
    Testing the stable Paretian assumption (English)
    0 references
    publication date
    13 June 2002
    0 references
    Mathematics Subject Classification ID
    62M10
    0 references
    62P05
    0 references
    62P20
    0 references
    91B28
    0 references
    91B84
    0 references
    zbMATH DE Number
    1755429
    0 references
    zbMATH Keywords
    empirical finance
    0 references
    GARCH
    0 references
    Hill estimator
    0 references
    summability
    0 references
    tail index
    0 references
    author
    Marc S. Paolella
    0 references
    describes a project that uses
    SYMSTB
    0 references
    STABLE
    0 references
    cites work
    Q5829358
    0 references
    Q3673748
    0 references
    Q4217357
    0 references
    Q4247118
    0 references
    Q4247121
    0 references
    Quadratic ARCH Models
    0 references
    Q4247112
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1600528&oldid=34302788"
    Powered by MediaWiki