Publications
2 shownA Compound Events Model for Security Prices
SUMMARY A model for the distribution of security price changes is proposed. The model is similiar to previous analyses of stock market price behavior in that logged price change...
Frequent Co-Authors
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 797
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Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.