Professor of Economics and Finance
The Ohio State University
Skew-Stable Investment Opportunity Set
McCulloch-Panton Skew-Stable Fractile Density Table (439 KB),
as documented in JHM and Don B. Panton, "Precise Tabulation of the
Maximally-Skewed Stable
Distributions and Densities," Computational Statistics and Data
Analysis vol. 23 (Jan. 1997), pp. 307-320. Click on image for
graphs.
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Page last revised 3/17/97.