Michael Grabchak

Michael Grabchak

University of North Carolina Charlotte - Charlotte / United States
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1459530
The University of North Carolina at Charlotte
person_outline Michael Grabchak's MOST POPULAR ARTICLES
1-) Do financial returns have finite or infinite variance? A paradox and an explanationM Grabchak, G SamorodnitskyQuantitative Finance 10 (8), 883-893, 2010732010
2-) The generalized Simpson’s entropy is a measure of biodiversityM Grabchak, E Marcon, G Lang, Z ZhangPloS one 12 (3), e0173305, 2017372017
3-) Tempered stable distributionsM Grabchak, M GrabchakTempered Stable Distributions: Stochastic Models for Multiscale Processes, 15-45, 2016372016
4-) On a new class of tempered stable distributions: moments and regular variationM GrabchakJournal of Applied Probability 49 (4), 1015-1035, 2012342012
5-) Entropic representation and estimation of diversity indicesZ Zhang, M GrabchakJournal of Nonparametric Statistics 28 (3), 563-575, 2016302016