A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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Publication:4066831
DOI10.2307/1913889zbMath0308.90011WikidataQ123511287 ScholiaQ123511287MaRDI QIDQ4066831
Publication date: 1973
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://purl.umn.edu/54191
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
60K10: Applications of renewal theory (reliability, demand theory, etc.)
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