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13 Financial applications of stable distributions

Published:1996 Issue: Volume: Page:393-425
ISSN:0169-7161
Container-title:Handbook of Statistics
language:
Short-container-title:

Author:

McCulloch J. Huston

Publisher

Elsevier

Reference133 articles.

1. The stable-law model of stock returns;Akgiray;J. Business Econom. Statist.,1988

2. Estimation of the stable law parameters: A comparative study;Akgiray;J. Business Econom. Statist.,1989

3. Parameter estimation for symmetric stable distribution;Arad;Internat. Econom. Rev.,1980

4. Intervention, exchange-rate volatility, and the stable Paretian distribution;Bagshaw,1987

5. Comment on modeling asset returns with alternative stable distributions;Baillie;Econometric Rev.,1993

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