Kleiber, Christian - Wirtschaftswissenschaftliches Zentrum, Universität Basel - 2012
This paper studies a Stieltjes-type moment problem defined by the generalized lognormal distribution, a heavy … volatility. Compared to the classical lognormal distribution it has an additional shape parameter. It emerges that moment (in …. For those generalized lognormal distributions that are moment-indeterminate Stieltjes classes of moment …