Financial modeling with heavy-tailed stable distributions
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Publication:6604383
DOI10.1002/wics.1286zbMath1545.6211MaRDI QIDQ6604383
Publication date: 12 September 2024
Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)
Cites Work
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Related Items (3)
Statistical modeling of the Cobb-Douglas production function: a multiple linear regression approach in presence of stable distribution noise ⋮ A new goodness-of-fit test for the Cauchy distribution ⋮ Parameter estimation of the alpha-stable distribution and applications to financial data
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