1 Computing the probability density function of the stable Paretian distribution
Purchase
S. Mittnik and T. Doganoglu   D. Chenyao
Mathematical and Computer Modelling
Volume 29, Issues 10-12, May-June 1999, Pages 235-240
http://www.sciencedirect.com/science/article/pii/S0895717799001065

2 Diagnosing and treating the fat tails in financial returns data
Purchase
Stefan Mittnik, , a, Marc S. Paolellaa and Svetlozar T. Rachev
Journal of Empirical Finance
Volume 7, Issues 3-4, November 2000, Pages 389-416

http://www.sciencedirect.com/science/article/pii/S0927539800000190

3 Stable distributions for asset returns
Stefan Mittnik1
Svetlozar T. Rachev2
Applied Mathematics Letters
Volume 2, Issue 3, 1989, Pages 301-304
http://www.sciencedirect.com/science/article/pii/0893965989900748

4 Maximum likelihood estimation of stable Paretian models

S. Mittnik S. T. rachev T. Doganoglu D. Chenyao
Mathematical and Computer Modelling
Volume 29, Issues 10-12, May-June 1999, Pages 275-293
http://www.sciencedirect.com/science/article/pii/S0895717799001107

5 Stock returns and hyperbolic distributions
U. Küchler* and K. Neumann M. S rensen  A. Streller
Mathematical and Computer Modelling
Volume 29, Issues 10-12, May-June 1999, Pages 1-15
http://www.sciencedirect.com/science/article/pii/S0895717799000886