Parameter estimation for stable distributions with application to commodity futures log-returns
Year of publication: |
2017
|
---|---|
Authors: | Kateregga, M. ; Mataramvura, S. ; Taylor, D. |
Published in: |
Cogent Economics & Finance. - Abingdon : Taylor & Francis, ISSN 2332-2039. - Vol. 5.2017, 1, p. 1-28
|
Publisher: |
Abingdon : Taylor & Francis |
Subject: | stable distribution | parameter estimation | density estimation |
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