scientific article; zbMATH DE number 2079171
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Publication:4474972
asset returnscurrency exchange ratedouble Pareto distributiongeometric multiplicationgrowth rate modelsheavy-tail modellinglog-normal distributionlow-Laplace distributionpower function distributionrandom stabilitytent-shaped distribution
Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to economics (62P20) Economic growth models (91B62)
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