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THE IDENTICAL DISTRIBUTION HYPOTHESIS FOR STOCK-MARKET PRICES - LOCATION-SHIFT AND SCALE-SHIFT ALTERNATIVES
被引:22
作者
:
ALI, MM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CONNECTICUT,STORRS,CT 06268
UNIV CONNECTICUT,STORRS,CT 06268
ALI, MM
[
1
]
GIACCOTTO, C
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CONNECTICUT,STORRS,CT 06268
UNIV CONNECTICUT,STORRS,CT 06268
GIACCOTTO, C
[
1
]
机构
:
[1]
UNIV CONNECTICUT,STORRS,CT 06268
来源
:
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
|
1982年
/ 77卷
/ 377期
关键词
:
D O I
:
10.2307/2287765
中图分类号
:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号
:
020208 ;
070103 ;
0714 ;
摘要
:
引用
收藏
页码:19 / 28
页数:10
相关论文
共 17 条
[1]
BACHELIER L, 1900, THEORIE SPECULATION, P15
[2]
Bachelier L., 1964, RANDOM CHARACTER STO
[3]
COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES
BLATTBERG, RC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
BLATTBERG, RC
GONEDES, NJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
GONEDES, NJ
[J].
JOURNAL OF BUSINESS,
1974,
47
(02)
: 244
-
280
[4]
INVESTIGATIONS OF NONSTATIONARITY IN PRICES
BONESS, AJ
论文数:
0
引用数:
0
h-index:
0
机构:
SUNY BUFFALO, BUFFALO, NY USA
BONESS, AJ
CHEN, AH
论文数:
0
引用数:
0
h-index:
0
机构:
SUNY BUFFALO, BUFFALO, NY USA
CHEN, AH
JATUSIPI.S
论文数:
0
引用数:
0
h-index:
0
机构:
SUNY BUFFALO, BUFFALO, NY USA
JATUSIPI.S
[J].
JOURNAL OF BUSINESS,
1974,
47
(04)
: 518
-
537
[5]
SUBORDINATED STOCHASTIC-PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES
CLARK, PK
论文数:
0
引用数:
0
h-index:
0
CLARK, PK
[J].
ECONOMETRICA,
1973,
41
(01)
: 135
-
155
[6]
THE BEHAVIOR OF STOCK-MARKET PRICES
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF BUSINESS,
1965,
38
(01)
: 34
-
105
[7]
STATIONARITY OF RANDOM DATA - SOME IMPLICATIONS FOR DISTRIBUTION OF STOCK PRICE CHANGES
FIELITZ, BD
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV OKLAHOMA,NORMAN,OK
UNIV OKLAHOMA,NORMAN,OK
FIELITZ, BD
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1971,
6
(03)
: 1025
-
1034
[8]
GIACCOTTO C, 1978, THESIS U KENTUCKY LE
[9]
Hajek J., 1967, THEORY RANK TESTS
[10]
STABLE PARETIAN BEHAVIOR OF STOCK-MARKET PRICES
HSU, DA
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,DEPT CIVIL & GEOL ENGN,PRINCETON,NJ 08540
HSU, DA
MILLER, RB
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,DEPT CIVIL & GEOL ENGN,PRINCETON,NJ 08540
MILLER, RB
WICHERN, DW
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,DEPT CIVIL & GEOL ENGN,PRINCETON,NJ 08540
WICHERN, DW
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1974,
69
(345)
: 108
-
113
←
1
2
→
共 17 条
[1]
BACHELIER L, 1900, THEORIE SPECULATION, P15
[2]
Bachelier L., 1964, RANDOM CHARACTER STO
[3]
COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES
BLATTBERG, RC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
BLATTBERG, RC
GONEDES, NJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
GONEDES, NJ
[J].
JOURNAL OF BUSINESS,
1974,
47
(02)
: 244
-
280
[4]
INVESTIGATIONS OF NONSTATIONARITY IN PRICES
BONESS, AJ
论文数:
0
引用数:
0
h-index:
0
机构:
SUNY BUFFALO, BUFFALO, NY USA
BONESS, AJ
CHEN, AH
论文数:
0
引用数:
0
h-index:
0
机构:
SUNY BUFFALO, BUFFALO, NY USA
CHEN, AH
JATUSIPI.S
论文数:
0
引用数:
0
h-index:
0
机构:
SUNY BUFFALO, BUFFALO, NY USA
JATUSIPI.S
[J].
JOURNAL OF BUSINESS,
1974,
47
(04)
: 518
-
537
[5]
SUBORDINATED STOCHASTIC-PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES
CLARK, PK
论文数:
0
引用数:
0
h-index:
0
CLARK, PK
[J].
ECONOMETRICA,
1973,
41
(01)
: 135
-
155
[6]
THE BEHAVIOR OF STOCK-MARKET PRICES
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF BUSINESS,
1965,
38
(01)
: 34
-
105
[7]
STATIONARITY OF RANDOM DATA - SOME IMPLICATIONS FOR DISTRIBUTION OF STOCK PRICE CHANGES
FIELITZ, BD
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV OKLAHOMA,NORMAN,OK
UNIV OKLAHOMA,NORMAN,OK
FIELITZ, BD
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1971,
6
(03)
: 1025
-
1034
[8]
GIACCOTTO C, 1978, THESIS U KENTUCKY LE
[9]
Hajek J., 1967, THEORY RANK TESTS
[10]
STABLE PARETIAN BEHAVIOR OF STOCK-MARKET PRICES
HSU, DA
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,DEPT CIVIL & GEOL ENGN,PRINCETON,NJ 08540
HSU, DA
MILLER, RB
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,DEPT CIVIL & GEOL ENGN,PRINCETON,NJ 08540
MILLER, RB
WICHERN, DW
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,DEPT CIVIL & GEOL ENGN,PRINCETON,NJ 08540
WICHERN, DW
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1974,
69
(345)
: 108
-
113
←
1
2
→