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1 Modeling stock markets’ volatility using GARCH models with Normal, Student’s t and stable Paretian distributions
José Dias Curto, José Castro Pinto and Gonçalo Nuno Tavares
Statistical Papers
Volume 50, Number 2, 311-321, DOI: 10.1007/s00362-007-0080-5
http://www.springerlink.com/content/8787h420tj185302/export-citation/

2 A tail estimator for the index of the stable paretian distribution
MITTNIK S. ; PAOLELLA M. S.  ; RACHEV S. T.
Communications in statistics. Theory and methods ISSN 0361-0926 CODEN CS*****C
http://cat.inist.fr/?aModele=afficheN&cpsidt=2347454
3 Estimation of the precision matrix of a multivariate elliptically contoured stable distribution
Taras Bodnara & Arjun K. Guptab
Statistics
Volume 45, Issue 2, 2011
http://www.tandfonline.com/doi/abs/10.1080/02331880903541887

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关键词：求文献 distribution springerlink GARCH Models Multivariate methods index stock using