Stable processes: theory and applications in finance
This thesis is a study on stable distributions and some of their applications in understanding financial markets. Three broad problems are explored: First, we study a parameter and density estimation problem for stable distributions using commodity market data. We investigate and compare the accurac...
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| Format: | Doctoral Thesis |
| Language: | English |
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University of Cape Town
2018
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| Online Access: | http://hdl.handle.net/11427/27069 |