|
|||||
|
|
Risk estimation for short-term financial data through pooling of stable fits |
|
| Authors: | De Donno Marzia Donati Riccardo Favero Gino Modesti Paola |
| Institution: | 1.Department of Economics and Management, University of Parma, via Kennedy, 6, 43125, Parma, Italy ;2.Redexe S.r.l., p.le Giusti, 8, 36100, Vicenza, Italy ; |
| Abstract: | Financial Markets and Portfolio Management - We suggest a new, parsimonious, method to fit financial data with a stable distribution. As a result of a stable fitting via maximum likelihood... |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |