SenGupta, Ashis; Roy, Moumita - In: Journal of risk and financial management : JRFM 12 (2019) 4/171, pp. 1-28
The aim of this article is to obtain a simple and efficient estimator of the index parameter of symmetric stable distribution that holds universally, i.e., over the entire range of the parameter. We appeal to directional statistics on the classical result on wrapping of a distribution in...
