Futures prices are not stable-Paretian distributed
Donald W. Gribbin ; Randy W. Harris ; Hon-shiang Lau
| Year of publication: |
1992
|
|---|---|
| Authors: | Gribbin, Donald W. |
| Other Persons: | Harris, Randy W. (contributor) ; Lau, Hon-shiang (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 12.1992, 4, p. 475-487
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| Subject: | Derivat | Derivative | CAPM | Statistische Methodenlehre | Statistical theory | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001128522