zTest for the significance of the mean of a stable probability distribution with 1<α≤2

DOI10.1080/02664763.2012.740618OpenAlexW2056378219MaRDI QIDQ5128930

Michael Parkinson

Publication date: 26 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2012.740618

zbMATH Keywords

financial marketsstatisticreturnsPareto-Levy

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• STABLE

Cites Work

• Numerical calculation of stable densities and distribution functions
• Unnamed Item
• Unnamed Item

This page was built for publication: zTest for the significance of the mean of a stable probability distribution with 1<α≤2