STABLE PARETIAN BEHAVIOR OF STOCK-MARKET PRICES

被引：101

作者：

HSU, DA

MILLER, RB

WICHERN, DW

机构：

[1] PRINCETON UNIV,DEPT CIVIL & GEOL ENGN,PRINCETON,NJ 08540

[2] UNIV WISCONSIN,GRAD SCH BUSINESS,MADISON,WI 53706

[3] UNIV WISCONSIN,DEPT STATISTICS,MADISON,WI

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1974年 / 69卷 / 345期

关键词：

D O I：

10.2307/2285507

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

页码：108 / 113

页数：6

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

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ROLL, R .

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

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[8] STATIONARITY OF RANDOM DATA - SOME IMPLICATIONS FOR DISTRIBUTION OF STOCK PRICE CHANGES [J].

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[9]

HSU DA, 1973, THESIS U WISCONSIN

[10]

KENDALL MG, 1967, ADV THEORY STATISTIC, V2

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