@article{publication-4492, author={Mittnik, Stefan and Paolella, Marc S}, doi={10.1016/S0895-7177(99)00099-0}, issn={0895-7177}, journal={Mathematical and Computer Modelling}, number={10-12}, pages={161-176}, publisher={Pergamon}, title={A simple estimator for the characteristic exponent of the stable paretian distribution}, volume=29, year=1999, }