Comment on P. K. Clark's Distribution of Lognormal-Normal Increments and the Lognormal Cascade Distribution

To illustrate that the mathematical form of P. K. Clark's distribution of lognormal-normal increments, with a minor bug fix, is the same as the symmetric lognormal cascade distribution that I studied in 2008-9, although the two were derived from very different stochastic assumptions

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Year of publication:	2010
Authors:	Lihn, Stephen H.T.
Publisher:	[2010]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Statistische Verteilung \| Statistical distribution \| Einkommensverteilung \| Income distribution

Extent:	1 Online-Ressource (4 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 16, 2010 erstellt
Other identifiers:	10.2139/ssrn.1537686 [DOI]
Classification:	C22 - Time-Series Models ; D30 - Distribution. General ; E32 - Business Fluctuations; Cycles ; E37 - Forecasting and Simulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013148877