Gribbin et al. (1992) argue that futures prices are not stable paretian distributed. But, Liu and Brorsen (1992) argue that Cribbin et al. have shown that futures prices are not identically independently stably distributed, but that a stable distribution with time varying scale parameter cannot be r
โฆ LIBER โฆ
The distribution of currency futures price changes: A two-piece mixture of normals approach
โ Scribed by Ming-Shiun Pan; Kam C. Chan; Chi-Wing Fok
- Book ID
- 113410339
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 681 KB
- Volume
- 4
- Category
- Article
- ISSN
- 1059-0560
No coin nor oath required. For personal study only.
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