THE IDENTICAL DISTRIBUTION HYPOTHESIS FOR STOCK-MARKET PRICES - LOCATION-SHIFT AND SCALE-SHIFT ALTERNATIVES

被引：22

作者：

ALI, MM ^{[1
]}

GIACCOTTO, C ^{[1
]}

机构：

[1] UNIV CONNECTICUT,STORRS,CT 06268

来源：

关键词：

D O I：

10.2307/2287765

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：19 / 28

页数：10

共 17 条

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[13] DISTRIBUTION OF STOCK RETURNS [J].

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[14] DISTRIBUTION OF SHARE PRICE CHANGES [J].

PRAETZ, PD .

[15] COMPOUND EVENTS MODEL FOR SECURITY PRICES [J].

PRESS, SJ .

[16]

WICHERN DW, 1976, J ROYAL STATISTICA C, V25, P248

[17]

Zellner A., 1980, BAYESIAN STAT, V31, P585, DOI DOI 10.1007/BF02888369