Pages that link to "Item:Q1921190"
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The following pages link to Tail estimation of the stable index \(\alpha\) (Q1921190):
Displaying 22 items.
- A testable version of the Pareto-Stable CAPM (Q699422) (← links)
- Estimating the stable index \(\alpha\) in order to measure tail thickness: a critique (Q799047) (← links)
- An estimator of the tail index based on increment ratio statistics (Q1044758) (← links)
- Estimating the index of a stable law via the pot-method (Q1304070) (← links)
- Estimating the index of a stable distribution (Q1304084) (← links)
- On tail parameter estimation in certain point process models (Q1361753) (← links)
- Comparison of estimators in stable models. (Q1596874) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- Test of association between multivariate stable vectors. (Q1596878) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- Tail behavior, modes and other characteristics of stable distribution (Q1979090) (← links)
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
- On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions (Q2352400) (← links)
- Estimation of the characteristic exponent of stable laws (Q2401244) (← links)
- Random weighting estimation of stable exponent (Q2450853) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- Option pricing for infinite variance data (Q3632820) (← links)
- A tail estimator for the index of the stable paretian distribution<sup>∗</sup> (Q3842928) (← links)
- Method to estimate index of skewness and dispersion of \(\alpha \)-stable distribution (Q4574961) (← links)
- (Q5179070) (← links)
- Processes for stocks capturing their statistical properties from one day to one year (Q5245352) (← links)