Regression-Type Estimation of the Parameters of Stable Laws
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Publication:3896359
DOI10.2307/2287182zbMath0449.62026OpenAlexW4241217784MaRDI QIDQ3896359
Publication date: 1980
Full work available at URL: https://doi.org/10.2307/2287182
stable lawsempirical characteristic functionstock price dataregression-type estimation of parameters
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