Asymmetric Stable Distributions of Stock Price Changes
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/01621459.1972.10481298
Reference13 articles.
1. The Behavior of Stock-Market Prices
2. Risk, Return, and Equilibrium
3. Parameter Estimates for Symmetric Stable Distributions
4. Some Properties of Symmetric Stable Distributions
5. Stationarity of Random Data: Some Implications for the Distribution of Stock Price Changes
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