Stable distributions for asset returns

Stefan Mittnik, Svetlozar T. Rachev

Research output: Contribution to journalArticlepeer-review

27 Scopus citations

Abstract

Alternative stable distributions for modeling returns on financial assets are proposed. Their goodness-of-fit with respect to daily stock-index data is compared.

Original languageEnglish
Pages (from-to)301-304
Number of pages4
JournalApplied Mathematics Letters
Volume2
Issue number3
DOIs
StatePublished - 1989

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