EMPIRICAL COMPARISONS OF DISTRIBUTIONAL MODELS FOR STOCK INDEX RETURNS
Author:
Publisher
Wiley
Subject
Finance,Business, Management and Accounting (miscellaneous),Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-5957.1990.tb01197.x/fullpdf
Reference18 articles.
1. Anderson , T.W. D.A. Darling 1952 Asymptotic Theory of Certain “Goodness of Fit” Criteria Based on Stochastic Processes Annals of Mathematical Statistics 193 212
2. Bachelier , L. 1900 Theorie de la Speculation Annales de l'Ecole Normale Superieure 21 86
3. Black , F. M. Scholes 1973 The Pricing of Options and Corporate Liabilities Journal of Political Economy 637 659
4. Blattberg , R.C. N.J. Gonedes 1974 A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices Journal of Business 244 280
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