scientific article; zbMATH DE number 2079171
zbMATH Open1051.60015MaRDI QIDQ4474972FDOQ4474972
Authors: Krzysztof Podgórski, Tomasz J. Kozubowski 
Publication date: 22 July 2004
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currency exchange ratelog-normal distributionasset returnspower function distributionrandom stabilitygeometric multiplicationdouble Pareto distributionheavy-tail modellinggrowth rate modelslow-Laplace distributiontent-shaped distribution
Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Economic growth models (91B62)
Cited In (12)
- Estimation of parameters in Laplace distributions with interval censored data
- A folded Laplace distribution
- The accumulative law and its probability model: an extension of the Pareto distribution and the log-normal distribution
- A bivariate distribution with Lomax and geometric margins
- Bivariate gamma-geometric law and its induced Lévy process
- A bivariate infinitely divisible law for modeling the magnitude and duration of monotone periods of log‐returns
- On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes
- A new multivariate model involving geometric sums and maxima of exponentials
- Discrete tempered stable distributions
- On the simulation of general tempered stable Ornstein–Uhlenbeck processes
- A mixed bivariate distribution with exponential and geometric marginals
- On the generation of log-Lévy distributions and extreme randomness
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