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most citedOutliers, the Law of Large Numbers, Index of Stability and Heavy Tails

2 citations · 3 across the 6 of their papers we have counts for

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stat.AP2016

Some Contra-Arguments for the Use of Stable Distributions in Financial Modeling

Lev B. Klebanov, Greg Temnov, Ashot V. Kakosyan

In the present paper, we discuss contra-arguments concerning the use of Pareto-Levý distributions for modeling in Finance. It appears that such probability laws do not provide suff…