Testing the stable Paretian assumption
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Publication:1600528
DOI10.1016/S0895-7177(01)00118-2zbMath1003.62071OpenAlexW2013525650WikidataQ128066856 ScholiaQ128066856MaRDI QIDQ1600528
Publication date: 13 June 2002
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0895-7177(01)00118-2
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)
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Cites Work
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