Correction to: "On the Chambers-Mallows-Stuck Method for Simulating Skewed Stable Random Variables"
| Year of publication: |
1996
|
|---|---|
| Authors: | Weron, Rafal |
| Institutions: | Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska |
| Subject: | Stable distribution | Simulation | Random variable |
-
Correction to: "On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables"
Weron, Rafal, (1996)
-
Performance of the estimators of stable law parameters
Weron, Rafal, (1995)
-
Approximation of stochastic differential equations driven by alpha-stable Levy motion
Janicki, Aleksander, (1996)
- More ...
-
Evaluating the performance of VaR models in energy markets
Zikovic, Sasa, (2014)
-
Electricity price forecasting: A review of the state-of-the-art with a look into the future
Weron, Rafal, (2014)
-
A review of electricity price forecasting: The past, the present and the future
Weron, Rafal, (2014)
- More ...