Parameter estimation of the alpha-stable distribution and applications to financial data (Q6651107)
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scientific article; zbMATH DE number 7956220
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation of the alpha-stable distribution and applications to financial data |
scientific article; zbMATH DE number 7956220 |
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Parameter estimation of the alpha-stable distribution and applications to financial data (English)
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10 December 2024
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characteristic function
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financial
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maximum likelihood estimation
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stable distributions
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stock indices
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