AN EXAMINATION OF THE DISTRIBUTION OF FUTURES PRICE CHANGES

被引：16

作者：

HELMS, BP ^{[1
]}

MARTELL, TF ^{[1
]}

机构：

[1] UNIV ALABAMA,FINANCE,BIRMINGHAM,AL 35294

来源：

JOURNAL OF FUTURES MARKETS | 1985年 / 5卷 / 02期

关键词：

D O I：

10.1002/fut.3990050209

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：259 / 272

页数：14

共 18 条

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[7] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J].

FAMA, EF ;

ROLL, R .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) :817-&

[8] PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS [J].

FAMA, EF ;

ROLL, R .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1971, 66 (334) :331-338

[9] THE BEHAVIOR OF STOCK-MARKET PRICES [J].

FAMA, EF .

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[10]

FIELITZ BD, 1972, J AM STATISTICAL ASS, V66, P813

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