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1 stable Paretian distributions
= stable Pareto distributions; stable non-Gaussian distributionsFrench\ \ distributions stables de ParetoGerman\ \ stabile Pareto-VerteilungenDutch\ \ stabiele Pareto-verdelingenItalian\ \ distribuzioni di Pareto stabiliSpanish\ \ distribuciones estables de ParetoCatalan\ \ distribucions de Pareto estables; distribucions no gaussianes establesPortuguese\ \ distribuições estáveis com cauda paretiana; distribuições estáveis não-gaussianasRomanian\ \ -Danish\ \ stabil ParetofordelingNorwegian\ \ stabil Pareto fordelingSwedish\ \ stabil ParetofördelningGreek\ \ σταθερή Paretian διανομές; σταθερή διανομές Pareto; σταθερής μη Gaussian κατανομέςFinnish\ \ vakaa prosessiHungarian\ \ állandó Pareto-eloszlásokTurkish\ \ kararlı Pareto dağılımları; kararlı Gaussian olmayan dağılımlarEstonian\ \ stabiilsed Pareto jaotusedLithuanian\ \ stabilieji Pareto skirstiniai; stabilieji Parèto skirstiniaiSlovenian\ \ -Polish\ \ stabilne rozkłady ParetoRussian\ \ устойчивое распределение ПаретоUkrainian\ \ -Serbian\ \ -Icelandic\ \ stöðugar Paretian dreifingar; stöðugt Pareto dreifingar; stöðugt utan Gauss dreifingEuskara\ \ -Farsi\ \ tozi-haye Pareto-eeye paydarPersian-Farsi\ \ -Arabic\ \ توزيعات باريتو المستقرة؛ توزيعات غير - كاوسين المستقرةAfrikaans\ \ stabiele Pareto-verdelingsChinese\ \ 稳 定 帕 累 托 分 布 族Korean\ \ 안정화된 Pareto 분포 -
2 stable Pareto distributions
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3 stable non-Gaussian distributions
См. также в других словарях:
Stable Paretian, or Fractal Hypothesis — In the characteristic function of the fractal family of distributions, the characteristic exponent alpha can range between one and two. Bloomberg Financial Dictionary See: alpha, fractal distributions, Gaussian. Bloomberg Financial Dictionary … Financial and business terms
Stable Paretian Hypothesis — In the characteristic function of the fractal family of distributions, the characteristic exponent alpha can range between one and two. Bloomberg Financial Dictionary See: alpha, fractal distributions, Gaussian. Bloomberg Financial Dictionary … Financial and business terms
Stable and tempered stable distributions with volatility clustering - financial applications — Classical financial models which assume homoskedasticity and normality cannot explain stylized phenomena such as skewness, heavy tails, and volatility clustering of the empirical asset returns in finance. In 1963, Benoit Mandelbrot first used the … Wikipedia
Geometric stable distribution — Geometric Stable parameters: α ∈ (0,2] stability parameter β ∈ [−1,1] skewness parameter (note that skewness is undefined) λ ∈ (0, ∞) scale parameter μ ∈ (−∞, ∞) location parameter support: x ∈ R, or x ∈ [μ, +∞) if α < 1 and β = 1, or x ∈… … Wikipedia
Hurst exponent — ( H) A measure of the bias in fractional Brownian motion. H=0.50 for Brownian motion. 0.50<H<1.00 for persistent, or trend reinforcing series. 0<H<0.50 for an anti persistent , or mean reverting system. The inverse of the Hurst… … Financial and business terms
Eugene Fama — Chicago School Of Economics Eugene Fama (left) winning the inaugural Morgan Stanley American Finance Association Award … Wikipedia
