Estimation of α-stable sub-gaussian distributions for asset returns
Year of publication: |
2008
|
---|---|
Authors: | Kring, Sebastian ; Račev, Svetlozar T. ; Höchstötter, Markus ; Fabozzi, Frank J. |
Published in: |
Risk assessment : decisions in banking and finance. - Heidelberg : Physica-Verl., ISBN 978-3-7908-2049-2. - 2008, p. 111-152
|
Subject: | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
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