Randomness and fractional stable distributions

DOI10.1016/J.PHYSA.2018.07.019OpenAlexW2883455395MaRDI QIDQ2151705

Charles S. Tapiero, Pierre Vallois

Publication date: 5 July 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2018.07.019

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (1)

Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach

Cites Work

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• Modeling asset returns with alternative stable distributions^*
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• Numerical calculation of stable densities and distribution functions
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• Fractional Brownian Motions, Fractional Noises and Applications

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