Parameter estimation for stable distributions with application to commodity futures log-returns
Year of publication: |
2017
|
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Authors: | Kateregga, M. ; Mataramvura, S. ; Taylor, D. |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 5.2017, 1, p. 1-28
|
Subject: | stable distribution | parameter estimation | density estimation | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Rohstoffderivat | Commodity derivative | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2017.1318813 [DOI] hdl:10419/194671 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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