14 Probability distributions for financial models
- 1 January 1996
- book chapter
- Published by Elsevier
- Vol. 14, 427-461
- https://doi.org/10.1016/s0169-7161(96)14016-5
Abstract
No abstract availableKeywords
This publication has 56 references indexed in Scilit:
- The Lorenz-ordering of Singh-Maddala income distributionsEconomics Letters, 1993
- Option pricing for generalized distributionsCommunications in Statistics - Theory and Methods, 1991
- Option values under stochastic volatility: Theory and empirical estimatesJournal of Financial Economics, 1987
- A General Distribution for Describing Security Price ReturnsThe Journal of Business, 1987
- Generalized autoregressive conditional heteroskedasticityJournal of Econometrics, 1986
- On Least Absolute Error Estimation of Linear Regression Models With Dependent Stable ResidualsThe Review of Economics and Statistics, 1983
- Asymptotic Theory of Least Absolute Error RegressionJournal of the American Statistical Association, 1978
- Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and TheoryJournal of the American Statistical Association, 1974
- The Distribution of Stock ReturnsJournal of the American Statistical Association, 1972
- Some Properties of Symmetric Stable DistributionsJournal of the American Statistical Association, 1968