Analysing Financial Returns by Using Regression Models Based on Non-Symmetric Stable Distributions
From MaRDI portal
Publication:4262931
DOI10.1111/1467-9876.00161zbMath0939.62107MaRDI QIDQ4262931
Philippe Lambert, James K. Lindsey
Publication date: 3 July 2000
Published in: Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9876.00161
62P05: Applications of statistics to actuarial sciences and financial mathematics
62J12: Generalized linear models (logistic models)
Related Items