Minimum chi-squared estimation of stable distributions parameters: An application to the Warsaw stock exchange

Journal of Applied Statistics

Volumn 29, Issue 5, 2002, Pages 729-744

  Kominek, Zbigniew ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKET; MONTE CARLO ANALYSIS; STOCK MARKET;

EID: 0036164846     PISSN: 02664763     EISSN: None     Source Type: Journal    
DOI: 10.1080/02664760120098793     Document Type: Article

References (28)

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24. Mellin-Stieltjes transforms in probability theory