STOCK-PRICES AND HETEROSCEDASTICITY

被引：58

作者：

MORGAN, IG ^{[1
]}

机构：

[1] UNIV LAVAL, QUEBEC CITY 10, QUEBEC, CANADA

来源：

关键词：

D O I：

10.1086/295881

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：496 / 508

页数：13

共 12 条

[1]

BENZION U, 1972, THESIS U CHICAGO

[2] VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY [J].

BLACK, F ;

SCHOLES, M .

[3]

BOX GEP, 1962, BIOMETRIKA, V49, P419

CLARK, PK .

[5] RATES OF RETURN ON INVESTMENTS IN COMMON-STOCKS [J].

FISHER, L ;

LORIE, JH .

[6]

FRIEDMAN M, 1969, OPTIMUM QUANTITY MON, P10

[7]

JEFFREYS H, 1961, THEOR PROB, P117

[8]

Morgenstern O., 1970, PREDICTABILITY STOCK

[9] PERIODIC STRUCTURE IN THE BROWNIAN-MOTION OF STOCK-PRICES [J].

OSBORNE, MFM .

[10]

ROLL R, 1970, BEHAVIOR INTEREST RA, P75