RE-EXAMINATION OF EMPIRICAL DISTRIBUTION OF STOCK PRICE CHANGES

[1] BRADA J, 1966, OPERATION RESEARCH, V14, P332

[2] CLARK PK, 1971, 1 U MINN SUB STOCH P

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

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

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

[6] Feller W., 2008, INTRO PROBABILITY TH

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

[8] Morgenstern O., 1970, PREDICTABILITY STOCK

[9] DISTRIBUTION OF STOCK RETURNS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1972, 67 (340) : 807 - 812

[10] COMPOUND EVENTS MODEL FOR SECURITY PRICES [J]. JOURNAL OF BUSINESS, 1967, 40 (03) : 317 - 335

[1] BRADA J, 1966, OPERATION RESEARCH, V14, P332

[2] CLARK PK, 1971, 1 U MINN SUB STOCH P

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

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

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

[6] Feller W., 2008, INTRO PROBABILITY TH

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

[8] Morgenstern O., 1970, PREDICTABILITY STOCK

[9] DISTRIBUTION OF STOCK RETURNS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1972, 67 (340) : 807 - 812

[10] COMPOUND EVENTS MODEL FOR SECURITY PRICES [J]. JOURNAL OF BUSINESS, 1967, 40 (03) : 317 - 335