Geometric stable laws: Estimation and applications-Reference-Cited by-同舟云学术

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Geometric stable laws: Estimation and applications

Published:1999-05 Issue:10-12 Volume:29 Page:241-253
ISSN:0895-7177
Container-title:Mathematical and Computer Modelling
language:en
Short-container-title:Mathematical and Computer Modelling

Author:

Kozubowski T.J.

Publisher

Elsevier BV

Subject

Computer Science Applications,Modelling and Simulation

Reference25 articles.

1. Théorie de la speculation;Bachelier;Annales de l'Ècole Normale Superieure Series 3,1900

2. The variation of certain speculative prices;Mandelbrot;Journal of Business,1963

3. The behavior of stock market prices;Fama;Journal of Business,1965

4. The distribution of stock returns;Officer;Journal of the American Statistical Association,1972

5. The stable-law model of stock returns;Akgiray;Journal of Business and Economic Statistics,1988

Cited by 18 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Estimation of Parameters of Generalized Geometric Linnik Distribution;International Journal of Advanced Research in Science, Communication and Technology;2024-02-13

2. Optimal non-Gaussian search with stochastic resetting;Physical Review E;2021-07-21

3. Confined random motion with Laplace and Linnik statistics;Journal of Physics A: Mathematical and Theoretical;2021-01-20

4. Look at Tempered Subdiffusion in a Conjugate Map: Desire for the Confinement;Entropy;2020-11-18

5. A note on power-law cross-correlated processes;Chaos, Solitons & Fractals;2020-09

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