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Estimation of α-stable sub-gaussian distributions for asset returns
Kring, Sebastian; Račev, Svetlozar T.; Höchstötter, … - In: Risk assessment : decisions in banking and finance, (pp. 111-152). 2008
Persistent link: https://www.econbiz.de/10003781627
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Multi-tail generalized elliptical distributions for asset returns
Kring, Sebastian; Račev, Svetlozar T.; Höchstötter, … - In: The econometrics journal 12 (2009) 2, pp. 272-291
Persistent link: https://www.econbiz.de/10003875668