NOTE ON DISTRIBUTION OF STOCK PRICE CHANGES

被引：49

作者：

TEICHMOELLER, J

机构：

来源：

关键词：

D O I：

10.2307/2283922

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：282 / 284

页数：3

共 8 条

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ROLL, R .

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[4]

FELLER W, 1966, INTRO PROBABILITY TH, V2, pCH17

[5]

FELLER W, 1966, INTRO PROBABILITY TH, V2, pCH6

[6]

GNEDENKO BV, 1954, LIMIT DISTRIBUTIONS, pCH7

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

MANDELBROT, B .

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

PRESS, SJ .