Indirect estimation of α-stable distributions and processes

Econometrics Journal

Volumn 11, Issue 1, 2008, Pages 193-208

  Lombardi, Marco J ^a   Calzolari, Giorgio ^b  

^a UNIVERSITY OF PISA   (Italy)

^b UNIVERSITY OF FLORENCE   (Italy)

Author keywords

Indirect estimation; Infinite variance; Stable distributions

Indexed keywords

EID: 40149102214     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2008.00234.x     Document Type: Article

References (32)