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ASYMMETRIC STABLE DISTRIBUTIONS OF STOCK PRICE CHANGES
被引:22
作者
:
FIELITZ, BD
论文数:
0
引用数:
0
h-index:
0
机构:
GEORGIA STATE UNIV,DEPT FINANCE,ATLANTA,GA 30303
FIELITZ, BD
SMITH, EW
论文数:
0
引用数:
0
h-index:
0
机构:
GEORGIA STATE UNIV,DEPT FINANCE,ATLANTA,GA 30303
SMITH, EW
机构
:
[1]
GEORGIA STATE UNIV,DEPT FINANCE,ATLANTA,GA 30303
[2]
UNIV OKLAHOMA,COMP CTR,NORMAN,OK 73069
来源
:
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
|
1972年
/ 67卷
/ 340期
关键词
:
D O I
:
10.2307/2284642
中图分类号
:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号
:
020208 ;
070103 ;
0714 ;
摘要
:
引用
收藏
页码:813 / 814
页数:2
相关论文
共 13 条
[1]
RISK, RETURN, AND EQUILIBRIUM
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL
UNIV CHICAGO,CHICAGO,IL
FAMA, EF
[J].
JOURNAL OF POLITICAL ECONOMY,
1971,
79
(01)
: 30
-
55
[2]
SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1968,
63
(323)
: 817
-
&
[3]
PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1971,
66
(334)
: 331
-
338
[4]
THE BEHAVIOR OF STOCK-MARKET PRICES
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF BUSINESS,
1965,
38
(01)
: 34
-
105
[5]
STATIONARITY OF RANDOM DATA - SOME IMPLICATIONS FOR DISTRIBUTION OF STOCK PRICE CHANGES
FIELITZ, BD
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV OKLAHOMA,NORMAN,OK
UNIV OKLAHOMA,NORMAN,OK
FIELITZ, BD
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1971,
6
(03)
: 1025
-
1034
[6]
RISK, PRICING OF CAPITAL ASSETS, AND EVALUATION OF INVESTMENT PORTFOLIOS
JENSEN, MC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER, COLL BUSINESS ADM, ROCHESTER, NY USA
UNIV ROCHESTER, COLL BUSINESS ADM, ROCHESTER, NY USA
JENSEN, MC
[J].
JOURNAL OF BUSINESS,
1969,
42
(02)
: 167
-
247
[7]
A COMMON ERROR CONCERNING KURTOSIS
KAPLANSKY, I
论文数:
0
引用数:
0
h-index:
0
KAPLANSKY, I
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1945,
40
(230)
: 259
-
259
[8]
Kendall M.G., 1964, RANDOM CHARACTER STO
[9]
VARIATION OF SOME OTHER SPECULATIVE PRICES
MANDELBROT, B
论文数:
0
引用数:
0
h-index:
0
机构:
IBM CORP,THOMAS J WATSON RES CTR,YORKTOWN HTS,NY
MANDELBROT, B
[J].
JOURNAL OF BUSINESS,
1967,
40
(04)
: 393
-
413
[10]
THE VARIATION OF CERTAIN SPECULATIVE PRICES
MANDELBROT, B
论文数:
0
引用数:
0
h-index:
0
MANDELBROT, B
[J].
JOURNAL OF BUSINESS,
1963,
36
(04)
: 394
-
419
←
1
2
→
共 13 条
[1]
RISK, RETURN, AND EQUILIBRIUM
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL
UNIV CHICAGO,CHICAGO,IL
FAMA, EF
[J].
JOURNAL OF POLITICAL ECONOMY,
1971,
79
(01)
: 30
-
55
[2]
SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1968,
63
(323)
: 817
-
&
[3]
PARAMETER ESTIMATES FOR SYMMETRIC STABLE DISTRIBUTIONS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1971,
66
(334)
: 331
-
338
[4]
THE BEHAVIOR OF STOCK-MARKET PRICES
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF BUSINESS,
1965,
38
(01)
: 34
-
105
[5]
STATIONARITY OF RANDOM DATA - SOME IMPLICATIONS FOR DISTRIBUTION OF STOCK PRICE CHANGES
FIELITZ, BD
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV OKLAHOMA,NORMAN,OK
UNIV OKLAHOMA,NORMAN,OK
FIELITZ, BD
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1971,
6
(03)
: 1025
-
1034
[6]
RISK, PRICING OF CAPITAL ASSETS, AND EVALUATION OF INVESTMENT PORTFOLIOS
JENSEN, MC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER, COLL BUSINESS ADM, ROCHESTER, NY USA
UNIV ROCHESTER, COLL BUSINESS ADM, ROCHESTER, NY USA
JENSEN, MC
[J].
JOURNAL OF BUSINESS,
1969,
42
(02)
: 167
-
247
[7]
A COMMON ERROR CONCERNING KURTOSIS
KAPLANSKY, I
论文数:
0
引用数:
0
h-index:
0
KAPLANSKY, I
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1945,
40
(230)
: 259
-
259
[8]
Kendall M.G., 1964, RANDOM CHARACTER STO
[9]
VARIATION OF SOME OTHER SPECULATIVE PRICES
MANDELBROT, B
论文数:
0
引用数:
0
h-index:
0
机构:
IBM CORP,THOMAS J WATSON RES CTR,YORKTOWN HTS,NY
MANDELBROT, B
[J].
JOURNAL OF BUSINESS,
1967,
40
(04)
: 393
-
413
[10]
THE VARIATION OF CERTAIN SPECULATIVE PRICES
MANDELBROT, B
论文数:
0
引用数:
0
h-index:
0
MANDELBROT, B
[J].
JOURNAL OF BUSINESS,
1963,
36
(04)
: 394
-
419
←
1
2
→