Generalized stable models for financial asset returns

Journal of Computational and Applied Mathematics

Volumn 70, Issue 1, 1996, Pages 111-114

  Panorska, Anna K ^a  

^a UNIVERSITY OF TENNESSEE AT CHATTANOOGA   (United States)

Author keywords

Financial modeling; Generalized stability

Indexed keywords

COMPUTATIONAL GEOMETRY; CONVERGENCE OF NUMERICAL METHODS; FINANCIAL DATA PROCESSING; OPTIMIZATION; STATISTICAL METHODS; WEIBULL DISTRIBUTION;

EXCHANGE RATE DATA; FINANCIAL ASSET RETURNS; FINANCIAL MODELING; GENERALIZED STABLE MODELS; P CONVOLUTION STABLE DISTRIBUTION; PARETIAN LAWS;

MATHEMATICAL MODELS;

EID: 0030164950     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/0377-0427(95)00144-1     Document Type: Article

References (9)

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