COUNTER-EXAMPLES TO AN ASSERTION CONCERNING NORMAL DISTRIBUTION AND A NEW STOCHASTIC PRICE FLUCTUATION MODEL

被引：7

作者：

AGNEW, RA ^{[1
]}

机构：

[1] USAF,INST TECHNOL,WRIGHT PATTERSON AFB,OH

来源：

关键词：

D O I：

10.2307/2296391

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：381 / 383

页数：3

共 13 条

[1]

Bachelier L., 1964, RANDOM CHARACTER STO

[2] NOTE ON UNCERTAINTY AND INDIFFERENCE CURVES [J].

BORCH, K .

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

FAMA, EF .

FELDSTEIN, MS .

[5]

Feller W., 1966, INTRO PROBABILITY TH, V2

[6]

LUKACS E, 1956, 3 P BERK S MATH STAT, V2, P195

[7] NEW METHODS IN STATISTICAL ECONOMICS [J].

MANDELBROT, B .

[8] ON DISTRIBUTION OF STOCK PRICE DIFFERENCES [J].

MANDELBROT, B ;

TAYLOR, HM .

MANDELBROT, B .

[10] THE VARIATION OF CERTAIN SPECULATIVE PRICES [J].

MANDELBROT, B .