Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Reference19 articles.
1. R. Blattberg T. Sargent ‘Regression with Non-Gaussian Stable Disturbances: Some Sampling Results’ Econometrica 39
2. ‘The Behavior of Stock-Market Prices’;Fama;Journal of Business
3. ‘Some Properties of Symmetric Stable Distributions’;Fama;Journal of the American Statistical Association
4. Parameter Estimates for Symmetric Stable Distributions’;Fama;Journal of the American Statistical Association
5. ‘“Infinite Variances” and Research Strategy in Time Series Analysis’;Granger;Journal of the American Statistical Association
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献