On the increment distributions of stock prices (Q5952874)
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scientific article; zbMATH DE number 1690481
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| English | On the increment distributions of stock prices |
scientific article; zbMATH DE number 1690481 |
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On the increment distributions of stock prices (English)
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9 April 2002
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The authors construct the models of increment distributions of stock prices in two approaches. The first approach is based on limit theorems of random summation. The second is based on the statistical analysis of increment distributions of the logarithms of stock prices.
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increment distribution of stock prices
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Cox process
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mixing distribution
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0.9034953
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0.87282616
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0.8655164
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0.85651994
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