On the increments distribution of stock prices View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2001-09

AUTHORS

Korolev V Yu, Zhao Xuanmin, V. E. Bening

ABSTRACT

In this paper, the models of increment distributions of stock price are constructed with two approaches. The first approach is based on limit theorems of random summation. The second approach is based on the statistical analysis of the increment distribution of the logarithms of stock prices.

PAGES

315-322

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s11766-001-0071-6

DOI

http://dx.doi.org/10.1007/s11766-001-0071-6

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1011083896


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