TY - JOUR
T1 - Stable distributions for asset returns
AU - Mittnik, Stefan
AU - Rachev, Svetlozar T.
N1 - Copyright:
Copyright 2014 Elsevier B.V., All rights reserved.
PY - 1989
Y1 - 1989
N2 - Alternative stable distributions for modeling returns on financial assets are proposed. Their goodness-of-fit with respect to daily stock-index data is compared.
AB - Alternative stable distributions for modeling returns on financial assets are proposed. Their goodness-of-fit with respect to daily stock-index data is compared.
UR - http://www.scopus.com/inward/record.url?scp=38249026114&partnerID=8YFLogxK
U2 - 10.1016/0893-9659(89)90074-8
DO - 10.1016/0893-9659(89)90074-8
M3 - Article
AN - SCOPUS:38249026114
VL - 2
SP - 301
EP - 304
JO - Applied Mathematics Letters
JF - Applied Mathematics Letters
SN - 0893-9659
IS - 3
ER -