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A subordinated stochastic process model with finite variance for speculative prices
Clark, Peter K., (1973)
The variation of certain speculative prices
Mandelbrot, Benoit, (1963)
On speculative prices and random walks: A denial
Weintraub, Robert E., (1963)
A class of long-tailed probability distributions and the empirical distribution of city sizes
Mandelbrot, Benoit, (1965)
Information theory and psycholinguistics : a theory of word frequencies
Mandelbrot, Benoit, (1968)
Long-run linearity, locally Gaussian process, H-spectra and infinite variances
Mandelbrot, Benoit, (1969)