Estimation of Stable-Law Parameters: A Comparative Study
- 1 January 1989
- journal article
- Published by JSTOR in Journal of Business & Economic Statistics
- Vol. 7 (1) , 85
- https://doi.org/10.2307/1391841
Abstract
The stable distribution has many desirable properties and is applicable in many areas of scientific pursuit (e.g., the study of stock-return behavior). Despite ...Keywords
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