Probability and Mathematical Statistics > 2005 > Vol. 25, Fasc. 2 > 363--383
Source
Abstract
Identifiers
journal ISSN : | 0208-4147 |
Authors
Keywords
Additional information
Fields of science
Bibliography
-
[1] V. Akgiray, G. G. Booth and O. Loistl, Stable laws are inappropriate for describing German stock returns, Allg. Stat. Arch. 73 (1989), pp. 115-121.
-
[2] J. Annaert, M. De Ceuster and A. Hodgson, Excluding sum stable distributions as an explanation of second moment condition failure - The Australian evidence, Investment Management and Financial Innovations (2005), pp. 30-38.
-
[3] R. C. Blattberg and N. J. Gonedes, A comparison of the stable and Student distributions as statistical models for stock prices, Journal of Business 47 (1974), pp. 244-280.