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1 The Distribution of Stock Returns: New Evidence against the Stable Model
Amy Hing-Ling Lau, Hon-Shiang Lau and John R. Wingender
Journal of Business & Economic Statistics
Vol. 8, No. 2 (Apr., 1990), pp. 217-223
(article consists of 7 pages)
Published by: American Statistical Association
Stable URL: http://www.jstor.org/stable/1391984

3 Stationarity of stable power-GARCH processes
Stefan Mittnika, , , Marc S. Paolellaa, Svetlozar T. Rachevb
Journal of Econometrics
Volume 106, Issue 1, January 2002, Pages 97-107
http://www.sciencedirect.com/science/article/pii/S0304407601000896
4 A simple estimator for the characteristic exponent of the stable Paretian distribution
S. Mittnik∗, , M.S. Paolella
Mathematical and Computer Modelling
Volume 29, Issues 10-12, May-June 1999, Pages 161-176
http://www.sciencedirect.com/science/article/pii/S0895717799000990
5 Maximum Likelihood Estimates of Symmetric Stable Distribution Parameters
B. Wade Brorsen  Seung Ryong Yang
Communications in Statistics - Simulation and Computation Volume 19, Issue 4, 1990
http://www.tandfonline.com/doi/abs/10.1080/03610919008812928

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关键词：求文献 distribution econometrics Mathematical stationarity Business article Journal against

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1, The Distribution of Stock Returns: