Speculative processes and stable distributions: some simulation results

Wojciech Charemza and Zbigniew Kominek

Applied Economics Letters, 2003, vol. 10, issue 2, 69-72

Abstract: This paper investigates the relationship between parameters of stable distributions and characteristics of speculative processes. An empirically feasible estimation method of parameters of speculative processes through a conversion from stable distribution parameters is suggested.

Date: 2003
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DOI: 10.1080/13504850210141717

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