SPECTRAL-ANALYSIS OF NEW-YORK STOCK-MARKET PRICES

[1] ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[2] COOTNER PH, 1962, IMR-IND MANAG REV, V3, P24

[3] A REVISION OF PREVIOUS CONCLUSIONS REGARDING STOCK-PRICE BEHAVIOR [J]. ECONOMETRICA, 1960, 28 (04) : 909 - 915

[4] SOME A POSTERIORI PROBABILITIES IN STOCK MARKET ACTION [J]. ECONOMETRICA, 1937, 5 (03) : 280 - 294

[5] GRANGER CWJ, 1963, ANAL EC TIME SERIES

[6] KENDALL MG, 1953, J ROYAL STATISTICAL, V96, P11

[7] Morgenstern O., 1965, ACCURACY EC OBSERVAT

[8] MORGENSTERN O, 1961, MONEY GROWTH METHODO, P261

[9] Morgenstern Oskar, 1959, INT FINANCIAL T BUSI

[10] BROWNIAN-MOTION IN THE STOCK-MARKET [J]. OPERATIONS RESEARCH, 1959, 7 (02) : 145 - 173

[1] ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[2] COOTNER PH, 1962, IMR-IND MANAG REV, V3, P24

[3] A REVISION OF PREVIOUS CONCLUSIONS REGARDING STOCK-PRICE BEHAVIOR [J]. ECONOMETRICA, 1960, 28 (04) : 909 - 915

[4] SOME A POSTERIORI PROBABILITIES IN STOCK MARKET ACTION [J]. ECONOMETRICA, 1937, 5 (03) : 280 - 294

[5] GRANGER CWJ, 1963, ANAL EC TIME SERIES

[6] KENDALL MG, 1953, J ROYAL STATISTICAL, V96, P11

[7] Morgenstern O., 1965, ACCURACY EC OBSERVAT

[8] MORGENSTERN O, 1961, MONEY GROWTH METHODO, P261

[9] Morgenstern Oskar, 1959, INT FINANCIAL T BUSI

[10] BROWNIAN-MOTION IN THE STOCK-MARKET [J]. OPERATIONS RESEARCH, 1959, 7 (02) : 145 - 173