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Stable Paretian versus student's \(t\) stock market hypothesis - MaRDI portal

Stable Paretian versus student's \(t\) stock market hypothesis (Q2320821)

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English
Stable Paretian versus student's \(t\) stock market hypothesis
scientific article

    Statements

    title
    Stable Paretian versus student's \(t\) stock market hypothesis (English)
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    author
    Artun Alparslan
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    Anthony Tessitore
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    Nilufer Usmen
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    publication date
    27 August 2019
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    zbMATH Keywords
    stable Paretian family
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    Pearson family
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    student's \(t\)
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    Bayesian estimation
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    Bayesian decision
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    Identifiers

    Mathematics Subject Classification ID
    62F15
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    91G10
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    91G60
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    62C10
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    62P05
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    62F03
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    zbMATH DE Number
    7098788
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    OpenAlex ID
    W2013670408
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