Testing for stability based on the empirical characteristic funstion with applications to financial data (Q4949760)
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scientific article; zbMATH DE number 1441788
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| English | Testing for stability based on the empirical characteristic funstion with applications to financial data |
scientific article; zbMATH DE number 1441788 |
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Testing for stability based on the empirical characteristic funstion with applications to financial data (English)
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8 May 2000
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goodness-of-fit test
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stable distribution
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stock returns
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symmetric stability
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0.8459376692771912
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0.8319852352142334
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0.8283411264419556
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