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Indirect Estimation of Elliptical Stable Distributions

https://doi.org/10.2139/ssrn.1006749
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Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 27 checked references that resolve
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The t Copula and Related Copulas
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The Behavior of Stock-Market Prices
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Symmetric Multivariate and Related Distributions
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On the extremal dependence coefficient of multivariate distributions
resolves10.1016/s0167-7152(03)00092-0
Elliptical copulas: applicability and limitations
resolves10.1017/s0266466600006976
Which Moments to Match?
resolves10.2139/ssrn.795366
Estimation of Stable Distributions by Indirect Inference
resolves10.1016/0927-5398(95)00004-e
The relationship between GARCH and symmetric stable processes: Finding the source of fat tails in financial data
resolves10.1002/jae.3950080507
Indirect inference
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The Variation of Certain Speculative Prices
resolves10.1016/s0304-4076(01)00089-6
Stationarity of stable power-GARCH processes
resolves10.1016/s0895-7177(01)00119-4
Estimation of stable spectral measures
resolves10.1007/s001860200182
Portfolio selection with stable distributed returns
resolves10.1016/j.jempfin.2009.09.002
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On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
resolves10.1016/s0047-259x(03)00052-6
Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis
resolves10.1201/9780203738818-3
Stable random processes and stochastic integrals
resolves10.1002/jae.3950080506
Estimating nonlinear time-series models using simulated vector autoregressions
The 10 references without a DOI — listed, not checked
no DOI — not checkedref13
no DOI — not checkedref14
no DOI — not checkedref21
no DOI — not checkedDistribution theory of elliptical distributions and a location-scale parameter generalization
no DOI — not checkedref23
no DOI — not checkedref25
no DOI — not checkedThe EM algorithm
no DOI — not checkedA method for simulating stable random vectors
no DOI — not checkedref29
no DOI — not checkedTest for association of random variables in the domain of attraction of multivariate stable law
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