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- W2561396697 abstract "Institute of Statistics and Econometrics Christian Albrechts University at Kiel Olshausenstr. 40, D-24098 Kiel, Germany mittniklstat-econ.uni-kiel.de S. T. RACHEV Institute of Statistics and mathematics Economics University of Karlsruhe Kollegium am Schloss Bau II, D-76128 Karlsruhe, Germany rachevQlsoe-64.wiwi.uni-lcarlsruhe.de T. DOGANOGLU Institute of Statistics and Econometrics Christian Albrechts University at Kiel Olshausenstr. 40, D-24098 Kiel, Germany tokerestat-econ.uni-kiel.de D. CHENYAO New York Stock Exchange 11 Wall Street, New York, NY 10005, U.S.A. Abstract-Stable Paretian ~~~butions have attractive properties for empiricsi modeling in fi- nance, because they include the normal distribution as a special case but can also allow for heavier tails and skewness. A major re8son for the limited use of stable distributions in applied work is" @default.
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- W2561396697 date "1999-01-01" @default.
- W2561396697 modified "2023-09-23" @default.
- W2561396697 title "Maximum Likelihood of Stable Paretian" @default.
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