Estimation of Parameters of Stable Distributions

2006/11/19 by Chunlin Wang, Wang, Chunlin
Economics, Econometrics and Finance · Engineering · #62H12 #Complex Systems and Time Series Analysis #Energy Load and Power Forecasting #FOS: Mathematics #Financial Risk and Volatility Modeling #Primary 62H12 #Probability (math.PR) #Secondary 62F12 #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.math/0611567

openalex publication_date 2006/11/19 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we propose a method based on GMM (the generalized method of moments) to estimate the parameters of stable distributions with 0

Citations

• The Behavior of Stock-Market Prices

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