Publication:2709279
From MaRDI portal
zbMath0972.91060MaRDI QIDQ2709279
Svetlozar T. Rachev, Stefan Mittnik
Publication date: 8 April 2001
stable distributions; risk management ARCH-type models; stable econometric models; stable postfolio theory
60E07: Infinitely divisible distributions; stable distributions
91G70: Statistical methods; risk measures
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
60G52: Stable stochastic processes
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