@article{(Open Science Index):https://publications.waset.org/pdf/11602,
	  title     = {Applications of Stable Distributions in Time Series Analysis, Computer Sciences and Financial Markets},
	  author    = {Mohammad Ali Baradaran Ghahfarokhi and  Parvin Baradaran Ghahfarokhi},
	  country	= {},
	  institution	= {},
	  abstract     = {In this paper, first we introduce the stable distribution, stable process and theirs characteristics. The a -stable distribution family has received great interest in the last decade due to its success in modeling data, which are too impulsive to be accommodated by the Gaussian distribution. In the second part, we propose major applications of alpha stable distribution in telecommunication, computer science such as network delays and signal processing and financial markets. At the end, we focus on using stable distribution to estimate measure of risk in stock markets and show simulated data with statistical softwares.
},
	    journal   = {International Journal of Economics and Management Engineering},
	  volume    = {3},
	  number    = {1},
	  year      = {2009},
	  pages     = {132 - 136},
	  ee        = {https://publications.waset.org/pdf/11602},
	  url   	= {https://publications.waset.org/vol/25},
	  bibsource = {https://publications.waset.org/},
	  issn  	= {eISSN: 1307-6892},
	  publisher = {World Academy of Science, Engineering and Technology},
	  index 	= {Open Science Index 25, 2009},
	}