haku: @author Akgiray, V. / yhteensä: 6
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| Tekijä: | Akgiray, V. Booth, G. G. |
| Otsikko: | Compound distribution models of stock returns : an empirical comparison. |
| Lehti: | Journal of Financial Research
1987 : FALL, VOL. 10:3, p. 269-280 |
| Asiasana: | SHARE PRICES RETURN ON INVESTMENT FREQUENCY DISTRIBUTION MATHEMATICAL MODELS |
| Kieli: | eng |
| Tiivistelmä: | A study of empirical tests and a comparison of mixed diffusion-jump processes, finite mixtures of normal processes as models of stock price behaviour, the distribution of weekly and monthly returns, the descriptive validity of stationary normal distribution and mixed diffusion-jump processes compared to finite normal mixtures. Four Tables and six equations are given, together with models. |
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