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1  Testing the stable Paretian assumption
M. S. Paolella
Mathematical and Computer Modelling
Volume 34, Issues 9-11, November 2001, Pages 1095-1112
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V0V-44MSDV7-7&_user=10&_coverDate=11%2F30%2F2001&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1758166126&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=d9d316f888360233719da4503900572e&searchtype=a

2 Asymmetric and leptokurtic distribution for heteroscedastic asset returns: The SU-normal distribution
Pilsun Choi , ,  and Kiseok Nam
Journal of Empirical Finance
Volume 15, Issue 1, January 2008, Pages 41-63
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VFG-4NTRT2M-2&_user=10&_coverDate=01%2F31%2F2008&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1758166543&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=b24b5da041bfe747020bbc1d611609aa&searchtype=a

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关键词：distribution Mathematical sciencedire mathematica leptokurtic 朋友

Testing the stable Paretian assumption

Asymmetric and leptokurtic distribution for heteroscedastic asset returns