Modeling chinese stock returns with stable distribution (Q646126)
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scientific article; zbMATH DE number 5970873
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Modeling chinese stock returns with stable distribution |
scientific article; zbMATH DE number 5970873 |
Statements
Modeling chinese stock returns with stable distribution (English)
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11 November 2011
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stable distribution
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Lévy measure
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sample quantile method
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characteristic function
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0.7814877033233643
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0.7685657143592834
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0.7589675188064575
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0.7576279044151306
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0.7567218542098999
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