The following Items are available

• Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices (pdf)

• Value at Risk (VaR) and the alpha-stable distribution (pdf)

• Small sample power of tests of normality when the alternative is an alpha-stable distribution (pdf)

• My PhD theses contains updated material from these papers and may be downloaded here (pdf)