Modeling chinese stock returns with stable distribution (Q646126)

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scientific article; zbMATH DE number 5970873
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English
Modeling chinese stock returns with stable distribution
scientific article; zbMATH DE number 5970873

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    Modeling chinese stock returns with stable distribution (English)
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    11 November 2011
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    stable distribution
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    Lévy measure
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    sample quantile method
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    characteristic function
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