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

MaRDI QIDQ3374307zbMATH OpenFDO

Authors Barr Rosenberg

Publication date 9 March 2006

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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