Stable distributions and their application in finance

zbMATH Open1150.62456MaRDI QIDQ3516640FDOQ3516640

Authors: Dong Wu, Yincai Tang 

Publication date: 6 August 2008

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zbMATH Keywords

kurtosispartiality

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (9)

• Modelling tail risk with tempered stable distributions: an overview
• Classification rules for stable distributions
• Generalized entropy approach to stable Lévy distributions with financial application
• Hyperbolic distributions in finance
• The theory of geometric stable distributions and its use in modeling financial data
• Stable and generalized-\(t\) distributions and applications
• Modeling chinese stock returns with stable distribution
• Estimating the conditional tail expectation of Walmart stock data
• Title not available (Why is that?)

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