On the Estimation of Skewed Geometric Stable Distributions
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References listed on IDEAS
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Cited by:
- Marc S. Paolella, 2016. "Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability," Econometrics, MDPI, vol. 4(2), pages 1-28, May.
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More about this item
Keywords
Geometric stable distribution; Estimation; Fractional lower order moments; Logarithmic moments; Economics;All these keywords.
JEL classification:
- C00 - Mathematical and Quantitative Methods - - General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2013-08-31 (Econometrics)
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