Are exchange rate changes normally distributed?
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference9 articles.
1. Mandelbrot and the stable Paretian hypothesis;Fama;Journal of Business,1963
2. Some properties of symmetric stable distributions;Fama;Journal of the American Statistical Association,1968
3. Paramater estimates for symmetric stable distributions;Fama;Journal of the American Statistical Association,1971
4. The distribution of futures prices: A test of the stable Paretian and mixture of normals hypotheses;Hall;Journal of Financial and Quantitative Analysis,1989
5. The variation of certain speculative prices;Mandelbrot;Journal of Business,1963
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