Approximated maximum likelihood estimation of parameters of discrete stable family

JOURNAL ARTICLE published 7 January 2015 in Kybernetika

Authors: Lenka Slámová | Lev B. Klebanov

Heavy‐Tailed and Stable Distributions in Financial Econometrics

OTHER published 2 January 2012 in Financial Econometrics

The behaviour of the distributions of stock returns: an analysis of the European market using the Pearson system of continuous probability distributions

JOURNAL ARTICLE published October 2012 in Applied Financial Economics

Authors: F. Pizzutilo

Integer valued stable random variables

JOURNAL ARTICLE published June 2013 in Statistics & Probability Letters

Authors: Lev B. Klebanov | Lenka Slámová

Choosing Investment Portfolios When the Returns Have Stable Distributions

BOOK CHAPTER published July 2013 in Handbook of the Fundamentals of Financial Decision Making

Authors: W. T. Ziemba

Discrete Stable and Casual Stable Random Variables*

JOURNAL ARTICLE published October 2016 in Journal of Mathematical Sciences

Authors: L. B. Klebanov | L. Slamova

Financial Models in Discrete Time

OTHER published 20 July 2012 in Financial Statistics and Mathematical Finance

On a generalization of stable distributions

JOURNAL ARTICLE published 31 October 1995 in Russian Mathematical Surveys

Authors: L B Klebanov

Functioning of Financial Markets and Theoretical Models for Returns

BOOK CHAPTER published in Springer Finance

Fitting Financial Returns Distributions: A Mixture Normality Approach

BOOK CHAPTER published 2014 in Mathematical and Statistical Methods for Actuarial Sciences and Finance

Authors: Riccardo Bramante | Diego Zappa

Returns of Eastern European financial markets:α ‐stable distributions, measures of risk

JOURNAL ARTICLE published December 2007 in PAMM

Authors: Anna Serbinenko | Jean‐François Emmenegger

STABLE DISTRIBUTIONS AND THE MIXTURE OF DISTRIBUTIONS HYPOTHESIS FOR COMMON STOCK RETURNS

JOURNAL ARTICLE published July 1982 in Financial Review

Authors: Bruce D. Fielitz | James P. Rozelle

Modeling and simulation studies for some truncated discrete distributions generated by stable densities

JOURNAL ARTICLE published June 2022 in Mathematical Sciences

Authors: Davood Farbod

Size, value, and momentum in international stock returns

JOURNAL ARTICLE published September 2012 in Journal of Financial Economics

Authors: Eugene F. Fama | Kenneth R. French

Suitable Distributions for Returns

OTHER published 28 December 2012 in Financial Risk Modelling and Portfolio Optimization with R

Empirical distributions of stock returns: Paris stock market, 1980–2003

JOURNAL ARTICLE published September 2008 in Applied Financial Economics

Authors: Stella Kanellopoulou | Epaminondas Panas

Modeling Financial Data with Stable Distributions

BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance

Authors: John P. Nolan

Mathematical methods for modeling of antenna systems located in limited space areas

PROCEEDINGS ARTICLE published August 2012 in 2012 International Conference on Mathematical Methods in Electromagnetic Theory

Authors: M.A. Buzova | D.V. Filippov

Limit Theory for Discrete‐Time Processes

OTHER published 20 July 2012 in Financial Statistics and Mathematical Finance

Discrete Random Variables and Probability Distributions

BOOK CHAPTER published August 1999 in Statistics for Business and Financial Economics