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Testing the stable Paretian assumption - MaRDI portal

Testing the stable Paretian assumption (Q1600528)

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scientific article; zbMATH DE number 1755429
Language Label Description Also known as
English
Testing the stable Paretian assumption
scientific article; zbMATH DE number 1755429

    Statements

    title
    Testing the stable Paretian assumption (English)
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    publication date
    13 June 2002
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    zbMATH Keywords
    empirical finance
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    GARCH
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    Hill estimator
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    summability
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    tail index
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    author
    Marc S. Paolella
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    describes a project that uses
    SYMSTB
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    STABLE
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    cites work
    Q5829358
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    Q3673748
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    Q4217357
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    Q4247118
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    Q4247121
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    Quadratic ARCH Models
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    Q4247112
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62P05
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    62P20
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    91B28
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    91B84
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    zbMATH DE Number
    1755429
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    OpenAlex ID
    W2013525650
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    Wikidata QID
    Q128066856
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