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Symmetric stable distribution
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The negative-binomial sum is an extension of a geometric sum. It has been arisen from the necessity to resolve practical problems in telecommunications, network analysis, stochastic finance and insurance mathematics, etc. Up to the present, the topics related to negative-binomial sums like asymptotic distributions and rates of convergence have been investigated by many mathematicians. However, in a lot of various situations, the results concerned the rates of convergence for negative-binomial sums are still restrictive.
7p
larachdumlanat127
02-01-2021
14
1
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This paper investigates high frequency time-series features of stock returns and volatility on China's stock markets. The empirically observed probability distributions of log-returns are almost symmetric, highly leptokurtic, and characterized by a non-Gaussian profile for small index changes. Thus, the China's stock markets cannot be described by a random walk. We suggest that the correlation dynamics and stochastic changes of stock prices of China's stock markets are investigated by the Lorentz stable distribution.
34p
chauchaungayxua2
19-01-2020
16
3
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