@article{bbfb073c97e04784bbc6bec20a2633ba,
title = "Geometric stable distributions and laplace—weibull mixtures",
abstract = "Geometric stable distributions with Laplace distribution playing the role of a “normal” law have been successfully used for modelling stock returns and commodity prices. We study the “stability” properties of Laplace and mixture of Laplace and Weibull and discuss the related rate-of-convergence problems.",
keywords = "mixtures, rate of convergence, stable distribution",
author = "Rachev, {S. T.} and A. SenGupta",
note = "Funding Information: AMS 1980 subject classifications: 60 Ε 07, 60 F 05 Key worde and phrases: stable distribution, mixtures, rate of convergence • ) This work was supported in part by NSF Grants DMS-89 02330 and DMS-91 03452. S. T. Rachev's research was also sponsored by the Ministere de la Recherche et de la Technologie (France), with a {"}subvention pour chercheur etranger de haut niveau et de renomme internationale{"}",
year = "1992",
month = mar,
doi = "10.1524/strm.1992.10.3.251",
language = "English",
volume = "10",
pages = "251--272",
journal = "Statistics and Risk Modeling",
issn = "2193-1402",
number = "3",
}