Speculative processes and stable distributions: some simulation results

This paper investigates the relationship between parameters of stable distributions and characteristics of speculative processes. An empirically feasible estimation method of parameters of speculative processes through a conversion from stable distribution parameters is suggested.

MoreLess

Year of publication:	2003
Authors:	Charemza, Wojciech ; Kominek, Zbigniew
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 10.2003, 2, p. 69-72
Publisher:	Taylor & Francis Journals

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005435512