REGRESSION-TYPE ESTIMATION OF THE PARAMETERS OF STABLE LAWS

[1] [Anonymous], 1971, THESIS YALE U

[2] METHOD FOR SIMULATING STABLE RANDOM-VARIABLES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (354) : 340 - 344

[3] STABLE DISTRIBUTIONS IN STATISTICAL-INFERENCE .2. INFORMATION FROM STABLY DISTRIBUTED SAMPLES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (350) : 386 - 393

[4] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) : 817 - &

[5] PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1971, 66 (334) : 331 - 338

[6] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[7] MANDELBROT AND THE STABLE PARETIAN HYPOTHESIS [J]. JOURNAL OF BUSINESS, 1963, 36 (04) : 420 - 429

[8] Feller W., 2008, INTRO PROBABILITY TH

[9] ASYMMETRIC STABLE DISTRIBUTIONS OF STOCK PRICE CHANGES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1972, 67 (340) : 813 - 814

[10] Gnedenko B.V., 1968, LIMIT DISTRIBUTIONS, VRevised

[1] [Anonymous], 1971, THESIS YALE U

[2] METHOD FOR SIMULATING STABLE RANDOM-VARIABLES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (354) : 340 - 344

[3] STABLE DISTRIBUTIONS IN STATISTICAL-INFERENCE .2. INFORMATION FROM STABLY DISTRIBUTED SAMPLES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (350) : 386 - 393

[4] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) : 817 - &

[5] PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1971, 66 (334) : 331 - 338

[6] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[7] MANDELBROT AND THE STABLE PARETIAN HYPOTHESIS [J]. JOURNAL OF BUSINESS, 1963, 36 (04) : 420 - 429

[8] Feller W., 2008, INTRO PROBABILITY TH

[9] ASYMMETRIC STABLE DISTRIBUTIONS OF STOCK PRICE CHANGES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1972, 67 (340) : 813 - 814

[10] Gnedenko B.V., 1968, LIMIT DISTRIBUTIONS, VRevised