DISTRIBUTION OF SHARE PRICE CHANGES

被引：257

作者：

PRAETZ, PD ^{[1
]}

机构：

[1] UNIV ADELAIDE,DEPT ECON,ADELAIDE,S AUSTRALIA,AUSTL.

来源：

关键词：

D O I：

10.1086/295425

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：49 / 55

页数：7

共 8 条

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ROLL, R .

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[4]

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[5] BROWNIAN-MOTION IN THE STOCK-MARKET [J].

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[6] AUSTRALIAN SHARE PRICES AND RANDOM WALK HYPOTHESIS [J].

PRAETZ, PD .

AUSTRALIAN JOURNAL OF STATISTICS, 1969, 11 (03) :123-&

[7] COMPOUND EVENTS MODEL FOR SECURITY PRICES [J].

PRESS, SJ .

[8]

RAIFFA H, 1961, APPLIED STATISTICAL