A simple estimator for the characteristic exponent of the stable Paretian distribution
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Publication:1596876
DOI10.1016/S0895-7177(99)00099-0zbMath0990.62021OpenAlexW2047654828MaRDI QIDQ1596876
Marc S. Paolella, Stefan Mittnik
Publication date: 5 May 2002
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0895-7177(99)00099-0
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