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• W2051207933 abstract "Abstract Included in the canon of applied statistics and finance is the conclusion that the symmetric stable paradigm better characterizes security return distributions than the Gaussian. The focus of the present effort is on the symmetry of the distributions. Evidence is provided that indicates that securities tend to display substantial positive skewness, motivating a reexamination of past attempts to measure the parameters of the stable distribution, particularly the characteristic exponent." @default.
• W2051207933 created "2016-06-24" @default.
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• W2051207933 date "1980-06-01" @default.
• W2051207933 modified "2023-09-25" @default.
• W2051207933 title "Asymmetric Stable Distributed Security Returns" @default.
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• W2051207933 doi "https://doi.org/10.1080/01621459.1980.10477467" @default.
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