haku: @author Hall, J. A. / yhteensä: 3
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| Tekijä: | Hall, J. A. Brorsen, B. W. Irwin, S. H. |
| Otsikko: | The distribution of futures prices : a test of the stable paretian and mixture of normals hypotheses. |
| Lehti: | Journal of Financial and Quantitative Analysis
1989 : MAR, VOL. 24:1, p. 105-116 |
| Asiasana: | FUTURES MARKETS COMMODITY MARKETS |
| Kieli: | eng |
| Tiivistelmä: | The testing of two hypotheses, applying the stability-under-addition test of stable distribution parameters to 20 time series of changes in daily closing futures prices. The alternate hypotheses, procedure and data. Empirical results. The two hypotheses: stable Paretian and a mixture of normals. Five Tables illustrate the analysis. |
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