Pareto-Lévy Stable Distributions in Risk Management and Finance

Redexe Risk Management And Finance Brand

Workshop held in Parma (Italy), on December the 1st, 2010, by Riccardo Donati, Redexe Risk Management & Finance, and Università degli Studi di Parma.


S&P 500 log-returns, LP stable fit vs. normal fit.

"8/8/2011 S&P 500 -6.66%: LP-stabile probability 0.6%, normal 0.00002%. Which one do you rely on? Which impact on financial turmoil? Which impact on financial shocks?"



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