Matches in SemOpenAlex for { <https://semopenalex.org/work/W1569783214> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W1569783214 abstract "Earlier studies which applied the family of stable Paretian distributions to financial data are inconclusive and contradictory. In this article I estimate the parameters of the model by the Feuerverger-McDunnough method which enables the application of maximum likelihood rhethods. Based on inferential statistics, stable Paretian distributions can be rejected with monthly data. In order to confirm this result, the model is extended to the family of distributions with regularly varying tails. The result that stable Paretian distributions are not applicable is indeed confirmed by estimating the coefficient of regular variation." @default.
- W1569783214 created "2016-06-24" @default.
- W1569783214 creator A5068539713 @default.
- W1569783214 date "1993-01-01" @default.
- W1569783214 modified "2023-09-27" @default.
- W1569783214 title "On the modelling of speculative prices by stable Paretian distributions and regularly varying tails" @default.
- W1569783214 cites W134514108 @default.
- W1569783214 cites W1602713647 @default.
- W1569783214 cites W1981109455 @default.
- W1569783214 cites W1990559054 @default.
- W1569783214 cites W1998435329 @default.
- W1569783214 cites W1999051897 @default.
- W1569783214 cites W2011309724 @default.
- W1569783214 cites W2012562345 @default.
- W1569783214 cites W2013753992 @default.
- W1569783214 cites W2019689955 @default.
- W1569783214 cites W2019796175 @default.
- W1569783214 cites W2022808247 @default.
- W1569783214 cites W2025709705 @default.
- W1569783214 cites W2039489066 @default.
- W1569783214 cites W2040911464 @default.
- W1569783214 cites W2041987670 @default.
- W1569783214 cites W2058335749 @default.
- W1569783214 cites W2059229600 @default.
- W1569783214 cites W2076209196 @default.
- W1569783214 cites W2076469944 @default.
- W1569783214 cites W2078206416 @default.
- W1569783214 cites W2078411075 @default.
- W1569783214 cites W2088729707 @default.
- W1569783214 cites W2090637028 @default.
- W1569783214 cites W2095078508 @default.
- W1569783214 cites W2119305404 @default.
- W1569783214 cites W2137766001 @default.
- W1569783214 cites W2160980005 @default.
- W1569783214 cites W2161080182 @default.
- W1569783214 cites W2165057355 @default.
- W1569783214 hasPublicationYear "1993" @default.
- W1569783214 type Work @default.
- W1569783214 sameAs 1569783214 @default.
- W1569783214 citedByCount "1" @default.
- W1569783214 crossrefType "posted-content" @default.
- W1569783214 hasAuthorship W1569783214A5068539713 @default.
- W1569783214 hasConcept C105795698 @default.
- W1569783214 hasConcept C112972136 @default.
- W1569783214 hasConcept C119857082 @default.
- W1569783214 hasConcept C121332964 @default.
- W1569783214 hasConcept C121864883 @default.
- W1569783214 hasConcept C149782125 @default.
- W1569783214 hasConcept C162324750 @default.
- W1569783214 hasConcept C33923547 @default.
- W1569783214 hasConcept C41008148 @default.
- W1569783214 hasConcept C49781872 @default.
- W1569783214 hasConceptScore W1569783214C105795698 @default.
- W1569783214 hasConceptScore W1569783214C112972136 @default.
- W1569783214 hasConceptScore W1569783214C119857082 @default.
- W1569783214 hasConceptScore W1569783214C121332964 @default.
- W1569783214 hasConceptScore W1569783214C121864883 @default.
- W1569783214 hasConceptScore W1569783214C149782125 @default.
- W1569783214 hasConceptScore W1569783214C162324750 @default.
- W1569783214 hasConceptScore W1569783214C33923547 @default.
- W1569783214 hasConceptScore W1569783214C41008148 @default.
- W1569783214 hasConceptScore W1569783214C49781872 @default.
- W1569783214 hasLocation W15697832141 @default.
- W1569783214 hasOpenAccess W1569783214 @default.
- W1569783214 hasPrimaryLocation W15697832141 @default.
- W1569783214 hasRelatedWork W111641378 @default.
- W1569783214 hasRelatedWork W1688489118 @default.
- W1569783214 hasRelatedWork W1837379706 @default.
- W1569783214 hasRelatedWork W1977648954 @default.
- W1569783214 hasRelatedWork W2003763676 @default.
- W1569783214 hasRelatedWork W2015187272 @default.
- W1569783214 hasRelatedWork W2047828660 @default.
- W1569783214 hasRelatedWork W2110075495 @default.
- W1569783214 hasRelatedWork W2148554492 @default.
- W1569783214 hasRelatedWork W2258408586 @default.
- W1569783214 hasRelatedWork W2764917663 @default.
- W1569783214 hasRelatedWork W2950684799 @default.
- W1569783214 hasRelatedWork W3121573659 @default.
- W1569783214 hasRelatedWork W3121665687 @default.
- W1569783214 hasRelatedWork W3122947756 @default.
- W1569783214 hasRelatedWork W3123317537 @default.
- W1569783214 hasRelatedWork W3124095437 @default.
- W1569783214 hasRelatedWork W3126105250 @default.
- W1569783214 hasRelatedWork W3136883346 @default.
- W1569783214 hasRelatedWork W2187580433 @default.
- W1569783214 isParatext "false" @default.
- W1569783214 isRetracted "false" @default.
- W1569783214 magId "1569783214" @default.
- W1569783214 workType "article" @default.