Exact inference and optimal invariant estimation for the stability parameter of symmetric α-stable distributions
| Autor: | Dufour, Jean-Marie, Kurz-Kim, Jeong-Ryeol |
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| Zdroj: | In Journal of Empirical Finance 2010 17(2):180-194 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect