We characterize second order regular variation of the tail sum of F together with a balance condition on the tails interms of the behaviour of the characteristic function near zero.

Econometric Institute Research Papers
Erasmus School of Economics

Geluk, J., & Peng, L. (1998). Second order regular variation and the domain of attraction of stable distributions (No. EI 9826). Econometric Institute Research Papers. Retrieved from http://hdl.handle.net/1765/1547