Reply to Comments on ‘Modeling Asset Returns with Alternative Stable Distributions’ and Some Extensions

Stefan Mittnik; Svetlozar T. Rachev

doi:10.1080/07474939308800270

Reply to Comments on ‘Modeling Asset Returns with Alternative Stable Distributions’ and Some Extensions

Stefan Mittnik, Svetlozar T. Rachev

Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

29 Scopus citations

Original language	English
Pages (from-to)	347-389
Number of pages	43
Journal	Econometric Reviews
Volume	12
Issue number	3
DOIs	https://doi.org/10.1080/07474939308800270
State	Published - Jan 1 1993

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10.1080/07474939308800270

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title = "Reply to Comments on {\textquoteleft}Modeling Asset Returns with Alternative Stable Distributions{\textquoteright} and Some Extensions",

author = "Stefan Mittnik and Rachev, {Svetlozar T.}",

note = "Funding Information: 'The research was supported by NSF Grant DMS-9103452;N ATO Grant CR 900798; a grant by the DFG;a nd a SUNY-Stony Brook Interdisciplinary Research Initiation Grant. S.T. Rachev's research was also sponsored by the Laboratoire d'~conom6trie de 1'~cole Politechnique, Paris.",

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N1 - Funding Information: 'The research was supported by NSF Grant DMS-9103452;N ATO Grant CR 900798; a grant by the DFG;a nd a SUNY-Stony Brook Interdisciplinary Research Initiation Grant. S.T. Rachev's research was also sponsored by the Laboratoire d'~conom6trie de 1'~cole Politechnique, Paris.

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Reply to Comments on ‘Modeling Asset Returns with Alternative Stable Distributions’ and Some Extensions

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