Approximation of Distributions of Treasury Bill Yields and Interbank Rates by Means of α-stable and Hyperbolic Distributions

DOI10.1007/3-540-26981-9_59OpenAlexW2280675959MaRDI QIDQ5445883FDOQ5445883

Authors: Witold Szczepaniak 

Publication date: 6 March 2008

Published in: Studies in Classification, Data Analysis, and Knowledge Organization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/3-540-26981-9_59

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Information theory (general) (94A15)

Cited In (1)

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