STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS
Author:
Affiliation:
1. Athens University of Economics and Business and London School of Economics
2. University of Piraeus
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/joes.12093/fullpdf
Reference57 articles.
1. Price movements in speculative markets: Trends or random walks;Alexander;Industrial Management Review,1961
2. A comparison of the stable and student distributions as statistical models for asset prices;Blattberg;Journal of Business,1974
3. On the central limit theorem for the sum of a random number of independent random variables;Blum;Probability Theory and Related Fields,1963
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