Some Properties of Symmetric Stable Distributions

Keywords

Mathematics, Inverse, Section (typography), Monte Carlo method, Gaussian

References

• Order Statistics Estimators of the Location of the Cauchy DistributionV. Barnett — 1966
• On some expansions of stable distribution functionsHarald Bergström — 1952
• A Note on Estimation from a Cauchy SampleThomas J. Rothenberg, Franklin M. Fisher, C.B. Tilanus — 1964
• The Behavior of Stock-Market PricesEugene F. Fama — 1965
• Handbook of Mathematical Functions.Juliette Florentin, Milton Abramowitz, Irene A. Stegun — 1966
• A Note on the Estimation of the Location Parameter of the Cauchy DistributionD. Blöch — 1966
• The Use of Maximum Likelihood Estimates in χ^2 Tests for Goodness of FitHerman Chernoff, E. L. Lehmann — 1954
• THE STABLE PARETIAN INCOME DISTRIBUTION WHEN THE APPARENT EXPONENT IS NEAR TWOBenoît B. Mandelbrot — 1963
• Limit Distributions for Sums of Independent Random VariablesDavid Barton, B. V. Gmedenko, A. N. Kolmogorov — 1955
• An introduction to probability theory and its applications1958
• Handbook of Mathematical FunctionsDonald A. McQuarrie — 1966
• Limit Distributions for Sums of Independent Random Variables.Wassily Hoeffding, Б. В. Гнеденко, A. N. Kolmogorov — 1955
• The Variation of Certain Speculative PricesBenoît B. Mandelbrot — 1963

Cited by

• Réponse aux commentaires de M MouillartJean‐Jacques Rosa — 1977
• Montroll–Weiss Problem, Fractional Equations, and Stable DistributionsV. V. Uchaikin — 2000
• Valuation and hedging of long-term asset-linked contractsHenrik Andersson — 2003
• High-Accuracy Evaluation of the Cumulative Distribution Function of α-Stable Symmetric DistributionsRyszard Zieliński — 2001
• IFRS and European commerical banks: value relevance and economic consequencesAthanasios Dimos — 2011
• Tables of Cumulative Distribution Functions for Symmetric Stable DistributionsGraham J. Worsdale — 1975
• Measures of financial risks and market crashes.S. Y. Novak — 2007
• Empirical Likelihood Estimation of Levy ProcessesNaoto Kunitomo, Takashi Owada — 2004
• Estimation of Financial Models Using Moment Conditions Defined on Frequency DomainIaryna Grynkiv — 2012
• Traffic characterisation and modelling for call admission control schemes on asynchronous transfer mode networksStephen Bates — 1997
• Searching for scaling laws in distributional properties of price variations : a review over 40 yearsChristian Walter — 2001
• Rethinking risk in international financial marketsRachel Campbell-Pownall — 2001
• Novel bayesian multiscale methods for image denoising using alpha - stable distributionsAlin Achim — 2003
• The Distribution of Risk AversionGurdip Bakshi, Dilip B. Madan — 2006
• The truncated Cauchy distribution estimation of parameters and application to stock returnsPaul Gerard Staneski — 1990
• On the Use of Multivariate Lévy-Stable Random Field Models for Geological HeterogeneityJames Gunning — 2002
• Estimation Bayésienne non Paramétrique de Systèmes Dynamiques en Présence de Bruits Alpha-StablesNouha Jaoua — 2013
• Lois stables et processus ponctuels : liens et estimation des paramètresShuyan Liu — 2009
• Adaptive Equalisation for Impulsive Noise EnvironmentsApostolos Georgiadis — 2001
• An empirical examination of the Modigliani-Miller propositions within a general equilibrium frameworkJames Mark Johnson — 1974

Related papers

• Quivers of 3 × 3-exponent matricesMikhailo Dokuchaev, V. V. Kirichenko, Makar Plakhotnyk — 2015
• Analysis of exponent K based on “SHARE” project data and its implications on importance factors of EN 1998–1Dejan Dragojević, Radmila Salic, Zoran Milutinović — 2021
• ON THE EXPONENT OF R-REGULAR PRIMITIVE MATRICES ∗M.I. Bueno, Susana Furtado — 2008
• Some results of the exponent of a groupLin Da-hua — 2009
• On the exponent of e-regular primitive matricesMaribel Bueno, Susana Furtado — 2008
• Inverse invariant distributionsNancy Hubing, S.T. Alexander — 1990