Nematrian Reference Library
[this page | back links]
Set out below is information (held by the Nematrian website) on the reference you have selected
Pages on this website that contain links to this reference include
StableDistributions2,
StableDistributions3 and
StableDistributionsRefs
| Reference | Title | Link |
| Nolan, J.P. (2005) | Modelling financial data with stable distributions | here |
Abstract
"Stable distributions are a class of probability distributions that allow heavy tails and skewness. In addition to theoretical reasons for using stable laws, they are a rich family that can accurately model different kinds of financial data. We review the basic facts, describe programs that make it practical to use stable distributions, and give examples of these distributions in finance. A non-technical introduction to multivariate stable laws is also given." |
See
here to choose a new Category/Sub-Category or
here for a list of all references held by the Nematrian website. Please
contact us if any of the above material is inaccurate or if there are references you think should be included that we have excluded or vice-versa.