scientific article; zbMATH DE number 571966

zbMATH Open0803.60022MaRDI QIDQ4294087FDOQ4294087

Authors: Svetlozar T. Rachev 

Publication date: 3 January 1995

Title of this publication is not available (Why is that?)

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zbMATH Keywords

rate of convergencestock returnsstock pricesprobability metricsrandom array

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Mathematical economics (91B99)

Cited In (3)

• Minimax estimation with random coefficients: Theory and application to stock returns
• An invariance for the large-sample empirical distribution of waiting time between successive extremes
• On moments and tail behavior of \(\nu\)-stable random variables

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