ASYMMETRIC STABLE DISTRIBUTIONS OF STOCK PRICE CHANGES

被引：22

作者：

FIELITZ, BD

SMITH, EW

机构：

[1] GEORGIA STATE UNIV,DEPT FINANCE,ATLANTA,GA 30303

[2] UNIV OKLAHOMA,COMP CTR,NORMAN,OK 73069

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1972年 / 67卷 / 340期

关键词：

D O I：

10.2307/2284642

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：813 / 814

页数：2

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