Tempered stable distributions and processes in finance: numerical analysis

By Michele Leonardo Bianchi, Svetlozar T. Rachev, Young Shin Kim, Frank J Fabozzi 3. 2010

54 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/f09aeca9751921bbd1ef6a6062de2aabc5a51fc8

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Rafal Weron

In Finance

1. Adam Misiorek
2. Szymon Borak
3. Rafal Weron
4. Ladislav Kristoufek
5. Stefan Trück
6. Miloslav S. Vosvrda
7. Demetris Koutsoyiannis
8. Jozef Baruník

Citations in the corpus

• Models for Heavy-tailed Asset Returns (2010, methodology): “Hence, statistical inference is, in general, limited to ML utilizing the FFT technique for approximating the pdf (Bianchi et al., 2010; Grabchak, 2008).”