INFINITE VARIANCE AND RESEARCH STRATEGY IN TIME SERIES ANALYSIS

[1] Beveridge WH, 1921, ECON J, V31, P429

[2] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) : 817 - &

[3] PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1971, 66 (334) : 331 - 338

[4] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[5] Gnedenko B.V., 1954, LIMIT DISTRIBUTIONS

[6] GRANGER CWJ, UNPUBLISHED REPORT

[7] HEATHCOTE CR, UNPUBLISHED REPORT

[8] VARIATION OF SOME OTHER SPECULATIVE PRICES [J]. JOURNAL OF BUSINESS, 1967, 40 (04) : 393 - 413

[9] THE VARIATION OF CERTAIN SPECULATIVE PRICES [J]. JOURNAL OF BUSINESS, 1963, 36 (04) : 394 - 419

[10] Morgenstern O., 1970, PREDICTABILITY STOCK

[1] Beveridge WH, 1921, ECON J, V31, P429

[2] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) : 817 - &

[3] PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1971, 66 (334) : 331 - 338

[4] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[5] Gnedenko B.V., 1954, LIMIT DISTRIBUTIONS

[6] GRANGER CWJ, UNPUBLISHED REPORT

[7] HEATHCOTE CR, UNPUBLISHED REPORT

[8] VARIATION OF SOME OTHER SPECULATIVE PRICES [J]. JOURNAL OF BUSINESS, 1967, 40 (04) : 393 - 413

[9] THE VARIATION OF CERTAIN SPECULATIVE PRICES [J]. JOURNAL OF BUSINESS, 1963, 36 (04) : 394 - 419

[10] Morgenstern O., 1970, PREDICTABILITY STOCK