The Distribution of Stock Price Differences: Gaussian After All?
[size=-1]
J Brada, H Ernst… - Operations Research, 1966 - JSTOR
In this paper the
distribution of
stock price differences is studied. Starting from Bachelier's
hypothesis regarding the independence of
stock price changes a model based on
price
differences taken across transactions, rather than differences obtained across time
...
被引用次数：24 -
相关文章 -
所有 3 个版本
扫码加好友，拉您进群
全部版块
我的主页
收藏
