Regression-Type Estimation of the Parameters of Stable Laws

An introduction to probability theory and its applications

1958 • 31,109 citations

The Behavior of Stock-Market Prices

1965 • 8,575 citations

An Introduction to Probability Theory and its Applications.

1972 • 5,396 citations

The variation of certain speculative prices

1997 • 4,766 citations

The Variation of Certain Speculative Prices

1963 • 4,461 citations

Journal of the American Statistical Association

1989 • 3,796 citations

An Introduction to Probability Theory.

1986 • 3,512 citations

Limit Distributions for Sums of Independent Random Variables.

1955 • 2,329 citations

A Method for Simulating Stable Random Variables

1976 • 1,060 citations

Mandelbrot and the Stable Paretian Hypothesis

1963 • 832 citations

Parameter Estimates for Symmetric Stable Distributions

1971 • 515 citations

Characteristic functions

1970 • 507 citations

Some Properties of Symmetric Stable Distributions

1968 • 407 citations

The Distribution of Stock Returns

1972 • 292 citations

Estimation in Univariate and Multivariate Stable Distributions

1972 • 252 citations

Some Properties of Symmetric Stable Distributions

1968 • 208 citations

The estimation of the parameters of the stable laws

1975 • 182 citations

Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples

1975 • 127 citations

The integrated squared error estimation of parameters

1977 • 114 citations

Estimation of Stable Law Parameters: Stock Price Behavior Application

1975 • 56 citations

Asymmetric Stable Distributions of Stock Price Changes

1972 • 40 citations

E. Lukacs, Characteristic functions. X + 350 S. London 1970. Charles Griffin+Co. Ltd., 42 Drucy Lane. London WC 2. Preis geb. £ 5.50

1972 • 22 citations

Deleted Work

1955 • 0 citations