𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Measurement of Fiscal Performance: A Reply

✍ Scribed by D. A. L. Auld


Book ID
115285882
Publisher
John Wiley and Sons
Year
1969
Tongue
English
Weight
97 KB
Volume
45
Category
Article
ISSN
0013-0249

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Stable distributions, futures prices, an
✍ J. Austin Murphy πŸ“‚ Article πŸ“… 1987 πŸ› John Wiley and Sons 🌐 English βš– 188 KB

n a recent note, Doukas and Rahman (1986) cited a well-known statistical fact I that assets with changing variances may exhibit leptokurtosis and non-normality, even when the true distribution is normal (Perry, 1983). Also, citing the Samuelson (1965) hypothesis that futures price volatility may inc