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Author Info
Szymon Borak
Wolfgang Härdle
Rafal Weron

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File URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2005-008.pdf
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Paper provided by Sonderforschungsbereich 649, Humboldt University, Berlin, Germany in its series SFB 649 Discussion Papers with number SFB649DP2005-008.

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Length: 28 pages
Date of creation: Mar 2005
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Handle: RePEc:hum:wpaper:sfb649dp2005-008

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C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Econometric and Statistical Methods; Specific Distributions

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. McCulloch, J Huston, 1997. "Measuring Tail Thickness to Estimate the Stable Index Alpha: A Critique," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 74-81, January.
  2. Weron, Rafal, 1996. "On the Chambers-Mallows-Stuck method for simulating skewed stable random variables," Statistics & Probability Letters, Elsevier, vol. 28(2), pages 165-171, June. [Downloadable!] (restricted)
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This page was last updated on 2009-11-25.

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