{"id":"https://openalex.org/W4399298275","doi":"https://doi.org/10.1007/s11222-024-10441-5","title":"Testing the goodness-of-fit of the stable distributions with applications to German stock index data and Bitcoin cryptocurrency data","display_name":"Testing the goodness-of-fit of the stable distributions with applications to German stock index data and Bitcoin cryptocurrency data","publication_year":2024,"publication_date":"2024-06-03","ids":{"openalex":"https://openalex.org/W4399298275","doi":"https://doi.org/10.1007/s11222-024-10441-5"},"language":"en","primary_location":{"id":"doi:10.1007/s11222-024-10441-5","is_oa":false,"landing_page_url":"http://dx.doi.org/10.1007/s11222-024-10441-5","pdf_url":null,"source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5052045577","display_name":"Ruhul Ali Khan","orcid":"https://orcid.org/0000-0003-1173-8345"},"institutions":[{"id":"https://openalex.org/I138006243","display_name":"University of Arizona","ror":"https://ror.org/03m2x1q45","country_code":"US","type":"education","lineage":["https://openalex.org/I138006243"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Ruhul Ali Khan","raw_affiliation_strings":["Department of Mathematics, University of Arizona, Tucson, AZ, 85721, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Arizona, Tucson, AZ, 85721, USA","institution_ids":["https://openalex.org/I138006243"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5019216644","display_name":"Ayan Pal","orcid":"https://orcid.org/0000-0003-2160-5204"},"institutions":[{"id":"https://openalex.org/I132359460","display_name":"University of Burdwan","ror":"https://ror.org/05cyd8v32","country_code":"IN","type":"education","lineage":["https://openalex.org/I132359460"]}],"countries":["IN"],"is_corresponding":true,"raw_author_name":"Ayan Pal","raw_affiliation_strings":["Department of Statistics, The University of Burdwan, Bardhaman, 713104, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, The University of Burdwan, Bardhaman, 713104, India","institution_ids":["https://openalex.org/I132359460"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5049715298","display_name":"Debasis Kundu","orcid":"https://orcid.org/0000-0002-9141-422X"},"institutions":[{"id":"https://openalex.org/I94234084","display_name":"Indian Institute of Technology Kanpur","ror":"https://ror.org/05pjsgx75","country_code":"IN","type":"education","lineage":["https://openalex.org/I94234084"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Debasis Kundu","raw_affiliation_strings":["Department of Mathematics & Statistics, Indian Institute of Technology Kanpur, Kanpur, 208016, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics & Statistics, Indian Institute of Technology Kanpur, Kanpur, 208016, India","institution_ids":["https://openalex.org/I94234084"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5019216644"],"corresponding_institution_ids":["https://openalex.org/I132359460"],"apc_list":{"value":2090,"currency":"EUR","value_usd":2690},"apc_paid":null,"fwci":1.0524,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.8665546,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":98},"biblio":{"volume":"34","issue":"4","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9929999709129333,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cryptocurrency","display_name":"Cryptocurrency","score":0.8993178606033325},{"id":"https://openalex.org/keywords/goodness-of-fit","display_name":"Goodness of fit","score":0.7820037603378296},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.6251585483551025},{"id":"https://openalex.org/keywords/german","display_name":"German","score":0.588829755783081},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5578502416610718},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4530550539493561},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.4478864073753357},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.41551899909973145},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.3582221567630768},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3498331308364868},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.1856171190738678},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.09705814719200134},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.08773717284202576}],"concepts":[{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.8993178606033325},{"id":"https://openalex.org/C132480984","wikidata":"https://www.wikidata.org/wiki/Q2034239","display_name":"Goodness of fit","level":2,"score":0.7820037603378296},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.6251585483551025},{"id":"https://openalex.org/C154775046","wikidata":"https://www.wikidata.org/wiki/Q188","display_name":"German","level":2,"score":0.588829755783081},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5578502416610718},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4530550539493561},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.4478864073753357},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.41551899909973145},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3582221567630768},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3498331308364868},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.1856171190738678},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.09705814719200134},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.08773717284202576},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11222-024-10441-5","is_oa":false,"landing_page_url":"http://dx.doi.org/10.1007/s11222-024-10441-5","pdf_url":null,"source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","score":0.41999998688697815,"display_name":"Decent work and economic growth"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":38,"referenced_works":["https://openalex.org/W1488369999","https://openalex.org/W1540920731","https://openalex.org/W1594603170","https://openalex.org/W1859894832","https://openalex.org/W1965501808","https://openalex.org/W1974234363","https://openalex.org/W1990559054","https://openalex.org/W1990658333","https://openalex.org/W1991627365","https://openalex.org/W2029171860","https://openalex.org/W2044608345","https://openalex.org/W2045345437","https://openalex.org/W2060164407","https://openalex.org/W2064782073","https://openalex.org/W2072240935","https://openalex.org/W2078411075","https://openalex.org/W2081290935","https://openalex.org/W2095717379","https://openalex.org/W2116855184","https://openalex.org/W2124601071","https://openalex.org/W2127923747","https://openalex.org/W2138543759","https://openalex.org/W2143249699","https://openalex.org/W2147328901","https://openalex.org/W2150850656","https://openalex.org/W2160980005","https://openalex.org/W2162381046","https://openalex.org/W2176605203","https://openalex.org/W2582743722","https://openalex.org/W2764744945","https://openalex.org/W3035279979","https://openalex.org/W3167645817","https://openalex.org/W4205637966","https://openalex.org/W4229751520","https://openalex.org/W4230818032","https://openalex.org/W4367674022","https://openalex.org/W6600002382","https://openalex.org/W6815805937"],"related_works":["https://openalex.org/W4366411693","https://openalex.org/W3211641817","https://openalex.org/W3164717803","https://openalex.org/W4389915954","https://openalex.org/W3123387860","https://openalex.org/W4291291739","https://openalex.org/W2915579847","https://openalex.org/W3110645133","https://openalex.org/W4321377877","https://openalex.org/W2907143025"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1}],"updated_date":"2026-05-21T09:19:25.381259","created_date":"2025-10-10T00:00:00"}
