NOTE ON DISTRIBUTION OF STOCK PRICE CHANGES

[1] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) : 817 - &

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

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

[4] FELLER W, 1966, INTRO PROBABILITY TH, V2, pCH17

[5] FELLER W, 1966, INTRO PROBABILITY TH, V2, pCH6

[6] GNEDENKO BV, 1954, LIMIT DISTRIBUTIONS, pCH7

[7] THE VARIATION OF CERTAIN SPECULATIVE PRICES [J]. JOURNAL OF BUSINESS, 1963, 36 (04) : 394 - 419

[8] COMPOUND EVENTS MODEL FOR SECURITY PRICES [J]. JOURNAL OF BUSINESS, 1967, 40 (03) : 317 - 335

[1] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) : 817 - &

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

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

[4] FELLER W, 1966, INTRO PROBABILITY TH, V2, pCH17

[5] FELLER W, 1966, INTRO PROBABILITY TH, V2, pCH6

[6] GNEDENKO BV, 1954, LIMIT DISTRIBUTIONS, pCH7

[7] THE VARIATION OF CERTAIN SPECULATIVE PRICES [J]. JOURNAL OF BUSINESS, 1963, 36 (04) : 394 - 419

[8] COMPOUND EVENTS MODEL FOR SECURITY PRICES [J]. JOURNAL OF BUSINESS, 1967, 40 (03) : 317 - 335