Exact inference and optimal invariant estimation for the stability parameter of symmetric α-stable distributions
| Year of publication: |
2010
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|---|---|
| Authors: | Dufour, Jean-Marie ; Kurz-Kim, Jeong-Ryeol |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 17.2010, 2, p. 180-195
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