Estimation for multivariate stable distributions with generalized empirical likelihood
Work
Year: 2012
Type: article
Source: Journal of Econometrics
Author Hiroaki Ogata
Institution Waseda University
Cites: 41
Cited by: 31
Related to: 10
FWCI: 3.883
Citation percentile (by year/subfield): 97.62
Subfield: Finance
Domain: Social Sciences
Open Access status: closed