THE STABLE-LAW MODEL OF STOCK RETURNS

[1] [Anonymous], 1971, THESIS YALE U

[2] COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES [J]. JOURNAL OF BUSINESS, 1974, 47 (02) : 244 - 280

[3] ESTIMATING THE STABLE INDEX-ALPHA IN ORDER TO MEASURE TAIL THICKNESS - A CRITIQUE [J]. ANNALS OF STATISTICS, 1983, 11 (04) : 1019 - 1031

[4] 1977 RIETZ LECTURE - BOOTSTRAP METHODS - ANOTHER LOOK AT THE JACKKNIFE [J]. ANNALS OF STATISTICS, 1979, 7 (01) : 1 - 26

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

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

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

[8] STABLE-DISTRIBUTIONS AND THE MIXTURES OF DISTRIBUTIONS HYPOTHESES FOR COMMON-STOCK RETURNS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1983, 78 (381) : 28 - 36

[9] STABLE PARETIAN BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1974, 69 (345) : 108 - 113

[10] REGRESSION-TYPE ESTIMATION OF THE PARAMETERS OF STABLE LAWS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1980, 75 (372) : 918 - 928

[1] [Anonymous], 1971, THESIS YALE U

[2] COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES [J]. JOURNAL OF BUSINESS, 1974, 47 (02) : 244 - 280

[3] ESTIMATING THE STABLE INDEX-ALPHA IN ORDER TO MEASURE TAIL THICKNESS - A CRITIQUE [J]. ANNALS OF STATISTICS, 1983, 11 (04) : 1019 - 1031

[4] 1977 RIETZ LECTURE - BOOTSTRAP METHODS - ANOTHER LOOK AT THE JACKKNIFE [J]. ANNALS OF STATISTICS, 1979, 7 (01) : 1 - 26

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

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

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

[8] STABLE-DISTRIBUTIONS AND THE MIXTURES OF DISTRIBUTIONS HYPOTHESES FOR COMMON-STOCK RETURNS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1983, 78 (381) : 28 - 36

[9] STABLE PARETIAN BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1974, 69 (345) : 108 - 113

[10] REGRESSION-TYPE ESTIMATION OF THE PARAMETERS OF STABLE LAWS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1980, 75 (372) : 918 - 928