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Stable distribution, also known as Lévy stable distribution, which is a rich class of heavy– tailed distributions can capture asymmetry and heavy tails observed in financial data. In this paper, we fit an AR(1) process with α–stable innovations to the logarithms of volumes of Walmart stock traded daily on the New York Stock Exchange and estimate the TCE (Tail Conditional Expectation) risk measure.

Estimating the tail conditional expectation of Walmart stock data