| Article ID: | iaor19981065 |
| Country: | Netherlands |
| Volume: | 70 |
| Issue: | 1 |
| Start Page Number: | 111 |
| End Page Number: | 114 |
| Publication Date: | Jun 1996 |
| Journal: | Journal of Computational and Applied Mathematics |
| Authors: | Panorska Anna K. |
| Keywords: | statistics: distributions |
A new model utilizing generalized stable distributions for financial asset returns is presented. A comparison of fit to interest and exchange rate data is provided.