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
β¦ LIBER β¦
The problem of unrealistic recommended prices Reply to Murphy and Howe
β Scribed by Pickering, J. F.
- Book ID
- 105524233
- Publisher
- Springer-Verlag
- Year
- 1979
- Weight
- 290 KB
- Volume
- 3
- Category
- Article
- ISSN
- 0342-5843
No coin nor oath required. For personal study only.
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