The Stable-Law Model of Stock Returns
- 1 January 1988
- journal article
- Published by JSTOR in Journal of Business & Economic Statistics
- Vol. 6 (1) , 51
- https://doi.org/10.2307/1391417
Abstract
This study investigates the tail shapes of empirical distributions of returns on an extensive group of common stocks. The tails of the return distributions are ...Keywords
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