The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models
| Year of publication: |
1977
|
|---|---|
| Authors: | Westerfield, Randolph |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 12.1977, 05, p. 743-765
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |