Title of article :
Generalized stable models for financial asset returns
Author/Authors :
Panorska، نويسنده , , Anna K.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Abstract :
A new model utilizing generalized stable distributions for financial asset returns is presented. A comparison of fit to interest and exchange rate data is provided.
Keywords :
Generalized stability , Financial modeling
Journal title :
Journal of Computational and Applied Mathematics
Journal title :
Journal of Computational and Applied Mathematics
