Testing for stability based on the empirical characteristic function with applications to financial data

Journal of Statistical Computation and Simulation

Volumn 64, Issue 4, 1999, Pages 275-300

  Koutrouvelis, Ioannis A ^a   Meintanis, Simos G ^a  

^a UNIVERSITY OF PATRAS   (Greece)

Author keywords

Goodness of fit test; Simulation; Stable distribution; Stock returns; Symmetric stability

Indexed keywords

EID: 0033236611     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949659908811982     Document Type: Article

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