Publication:4474972
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zbMath1051.60015MaRDI QIDQ4474972
Krzysztof Podgórski, Tomasz J. Kozubowski
Publication date: 22 July 2004
power function distribution; log-normal distribution; currency exchange rate; asset returns; random stability; geometric multiplication; double Pareto distribution; heavy-tail modelling; growth rate models; low-Laplace distribution; tent-shaped distribution
62P20: Applications of statistics to economics
62P05: Applications of statistics to actuarial sciences and financial mathematics
60F05: Central limit and other weak theorems
60E10: Characteristic functions; other transforms
60E05: Probability distributions: general theory
91B62: Economic growth models
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