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Contribution Details

Type Journal Article
Scope Contributions to practice
Title A simple estimator for the characteristic exponent of the stable paretian distribution
Organization Unit
Authors
  • Stefan Mittnik
  • Marc Paolella
Item Subtype Original Work
Refereed Yes
Status Published in final form
Language
  • English
Journal Title Mathematical and Computer Modelling
Publisher Pergamon
Geographical Reach international
ISSN 0895-7177
Volume 29
Number 10-12
Page Range 161 - 176
Date 1999
Digital Object Identifier 10.1016/S0895-7177(99)00099-0
Other Identification Number merlin-id:4492
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