Modeling Chinese stock returns with stable distribution - Xu, Weidong; Wu, Chongfeng; Dong, Yucheng; Xiao, Weilin (Mathematical and computer modelling, 2011)
Keywords: Characteristic function; China; costs and returns; Exact sciences and technology; Lévy measure; Mathematical analysis; Mathematics; Methods of scientific computing (including symbolic computation, algebraic computation); Numerical analysis; Numerical analysis. Scientific computation; Numerical methods in probability and statistics; Sample quantile method; Sciences and techniques of general use; Stable distribution; China; Characteristic function; Sample quantile method; Lévy measure; Stable distribution; Applied mathematics; Levy measure; Distribution function; Probability; Stable law; Mathematical model; Computing method; Computer aided analysis