THE STABLE-LAW MODEL OF STOCK RETURNS

被引：90

作者：

AKGIRAY, V ^{[1
]}

BOOTH, GG ^{[1
]}

机构：

[1] LOUISIANA STATE UNIV,COLL BUSINESS ADM,BATON ROUGE,LA 70803

来源：

关键词：

D O I：

10.2307/1391417

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：51 / 57

页数：7

共 17 条

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[13]

MCCULLOUGH H, 1978, J BUS, V51, P601

[14] DISTRIBUTION OF STOCK RETURNS [J].

OFFICER, RR .

[15]

ROSENFELD E, 1980, THESIS MIT

[16]

Rozelle J., 1980, FINANCIAL REV, V15, P1

[17] ASYMMETRIC STABLE DISTRIBUTED SECURITY RETURNS [J].

SIMKOWITZ, MA ;

BEEDLES, WL .