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Q4488964 - MaRDI portal

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scientific article; zbMATH DE number 1471877
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English
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scientific article; zbMATH DE number 1471877

    Statements

    author
    Jeong-Ryeol Kim
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    Svetlozar T. Rachev
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    Stefan Mittnik
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    publication date
    11 June 2001
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    zbMATH Keywords
    econometrics
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    stable Paretian models
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    tail thickness of distribution
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    index of stability
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    statistical inference
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    unit root tests
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    asymptotic results
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    Identifiers

    Mathematics Subject Classification ID
    91B82
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    62M99
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    91B84
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    zbMATH DE Number
    1471877
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