๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

How Prevalent Are Stable-Paretian Distributed Financial Variables?

โœ Scribed by Hon-Shiang Lau; Donald W. Gribbin; Randy Harris

Book ID
109169340
Publisher
Decision Sciences Institute, Georgia State University
Year
1992
Tongue
English
Weight
618 KB
Volume
23
Category
Article
ISSN
0011-7315

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Futures prices are not stable-paretian d
Futures prices are not stable-paretian distributed
โœ Donald W. Gribbin; Randy W. Harris; Hon-Shiang Lau ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 809 KB

On a related factor, have shown that the bz/b4 test is robust against special events such as the stock market's 1987 "Black Monday" effect, which may be considered as a form of parameter heterogeneity of the generating distributions.