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The behavior of random variables with nonstationary variance and the distribution of security prices

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Publication:3374307
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zbMATH Open1126.91341MaRDI QIDQ3374307FDOQ3374307


Authors: Barr Rosenberg Edit this on Wikidata


Publication date: 9 March 2006





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zbMATH Keywords

kurtosisnormal distributiontwo-parameter model


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Microeconomic theory (price theory and economic markets) (91B24)







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