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Financial risk modelling and portfolio optimization with R
Pfaff, Bernhard, (2013)
Pfaff, Bernhard, (2016)
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan, (1997)
Unconditional and conditional distributional models for the Nikkei index
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan, (1996)