The behavior of random variables with nonstationary variance and the distribution of security prices
Barr Rosenberg
| Year of publication: |
1972
|
|---|---|
| Authors: | Rosenberg, Barr |
| Publisher: |
Berkeley |
| Subject: | Börsenkurs | Share price | Wertpapier | Securities | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Zufallsvariable | Random variable | Schätzung | Estimation | USA | United States | 1871-1971 |
| Extent: | 40 S graph. Darst |
|---|---|
| Series: | Research program in finance working paper series. - Berkeley, Calif., ZDB-ID 2262976-2. - Vol. 11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001368376