On estimating the tail index and the spectral measure of multivariate $$\alpha $$ -stable
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In exhibition of many real market data we observe characteristic traps. This behavior is
especially noticeable for processes corresponding to stock prices. Till now, such economic …

In this article we consider direct and inverse problems for α-stable, elliptic nonlocal
operators whose kernels are possibly only supported on cones and which satisfy the …

Recent research activities in forecasting suggest that artificial neural networks can be a
promising alternative to the traditional linear models. However, no single model, either linear …

The paper is aimed to analyse application of learning analytics (LA) methods to enhance
learning quality and effectiveness in virtual learning environments (VLEs) by the means of …

Estimating the parameters of an α-stable distribution using the existence of moments of order
statistics - ScienceDirect Skip to main contentSkip to article Elsevier logo Journals & Books …

In this paper, we propose the mixed-stable model for analyzing high-frequency stock return
data that usually contain a large number of zeros. Based on the data of German Dax …

Stochastic volatility models (SVMs) are widely used in finance and econometrics for
analyzing and interpreting volatility. Real financial data are often observed to have heavy …

In recent decades there was a robust boom ininvestment sector in Lithuania, as more people
chose toinvest money in investment funds rather than keep money inthe closet. The Baltic …

Mixture of symmetric-stable (ss) models can be used to model impulsive data with heavy-
tailed distribution. Lack of closed-form expression for-stable distributions is a challenge for …