An algorithm for evaluating stable densities in Zolotarev's (M) parameterization
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Publication:699425
Cites work
- scientific article; zbMATH DE number 3828921 (Why is no real title available?)
- scientific article; zbMATH DE number 1301891 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- Cumulative distribution function values for symmetric standardized stable distributions
- Precise tabulation of the maximally-skewed stable distributions and densities
- Tables and graphs of the stable probability density functions
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- Tempered stable Lévy motion and transient super-diffusion
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- Remarks on the stable \(S_{\alpha}(\beta, \gamma, \mu)\) distribution
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics
- Diagnostic tests for non-causal time series with infinite variance
- Computing the probability density function of the stable Paretian distribution
- Portfolio optimization when risk factors are conditionally varying and heavy tailed
- Applications of a General Stable Law Regression Model
- Random numbers from the tails of probability distributions using the transformation method
- Mutual fund performance evaluation using data envelopment analysis with new risk measures
- The ECF-WS estimator for univariate symmetric stable distributions with application in seismic trace signals
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