1
The Stable-Law Model of Stock Returns
Vedat Akgiray and G. Geoffrey Booth
Journal of Business & Economic Statistics
Vol. 6, No. 1 (Jan., 1988), pp. 51-57
(article consists of 7 pages)
Published by: American Statistical Association
Stable URL: http://www.jstor.org/stable/1391417
2 Estimation of Stable-Law Parameters: A Comparative Study
Vedat Akgiray and Christopher G. Lamoureux
Journal of Business & Economic Statistics
Vol. 7, No. 1 (Jan., 1989), pp. 85-93
(article consists of 9 pages)
Published by: American Statistical Association
Stable URL: http://www.jstor.org/stable/1391841
3 On the Stable Paretian Behavior of Stock-Market Prices
Der-Ann Hsu, Robert B. Miller and Dean W. Wichern
Journal of the American Statistical Association
Vol. 69, No. 345 (Mar., 1974), pp. 108-113
(article consists of 6 pages)
Published by: American Statistical Association
Stable URL: http://www.jstor.org/stable/2285507
4 Random Variables, Distribution Functions, and Copulas: A Personal Look Backward and Forward
A. Sklar
Lecture Notes-Monograph Series
Vol. 28, Distributions with Fixed Marginals and Related Topics (1996), pp. 1-14
(article consists of 14 pages)
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/4355880



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