STOCK-PRICES AND HETEROSCEDASTICITY

[1] BENZION U, 1972, THESIS U CHICAGO

[2] VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY [J]. JOURNAL OF FINANCE, 1972, 27 (02) : 399 - 417

[3] BOX GEP, 1962, BIOMETRIKA, V49, P419

[4] SUBORDINATED STOCHASTIC-PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES [J]. ECONOMETRICA, 1973, 41 (01) : 135 - 155

[5] RATES OF RETURN ON INVESTMENTS IN COMMON-STOCKS [J]. JOURNAL OF BUSINESS, 1964, 37 (01) : 1 - 21

[6] FRIEDMAN M, 1969, OPTIMUM QUANTITY MON, P10

[7] JEFFREYS H, 1961, THEOR PROB, P117

[8] Morgenstern O., 1970, PREDICTABILITY STOCK

[9] PERIODIC STRUCTURE IN THE BROWNIAN-MOTION OF STOCK-PRICES [J]. OPERATIONS RESEARCH, 1962, 10 (03) : 345 - 379

[10] ROLL R, 1970, BEHAVIOR INTEREST RA, P75

[1] BENZION U, 1972, THESIS U CHICAGO

[2] VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY [J]. JOURNAL OF FINANCE, 1972, 27 (02) : 399 - 417

[3] BOX GEP, 1962, BIOMETRIKA, V49, P419

[4] SUBORDINATED STOCHASTIC-PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES [J]. ECONOMETRICA, 1973, 41 (01) : 135 - 155

[5] RATES OF RETURN ON INVESTMENTS IN COMMON-STOCKS [J]. JOURNAL OF BUSINESS, 1964, 37 (01) : 1 - 21

[6] FRIEDMAN M, 1969, OPTIMUM QUANTITY MON, P10

[7] JEFFREYS H, 1961, THEOR PROB, P117

[8] Morgenstern O., 1970, PREDICTABILITY STOCK

[9] PERIODIC STRUCTURE IN THE BROWNIAN-MOTION OF STOCK-PRICES [J]. OPERATIONS RESEARCH, 1962, 10 (03) : 345 - 379

[10] ROLL R, 1970, BEHAVIOR INTEREST RA, P75