The theory of geometric stable distributions and its use in modeling financial data
type: Item
instance of: scholarly article
title: The theory of geometric stable distributions and its use in modeling financial data
zbMATH Open document ID: 0803.90008
DOI: 10.1016/0377-2217(94)90099-X
author: Svetlozar T. Rachev
author: Tomasz J. Kozubowski
published in: European Journal of Operational Research
publication date: 1994-08-18T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 609676
zbMATH Keywords: financial data
zbMATH Keywords: probability distributions
zbMATH Keywords: stable distributions
zbMATH Keywords: geometric stable laws
zbMATH Keywords: Yen exchange rates
zbMATH Keywords: geometric stable distributions
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 609676