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A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
PC
Peter K. Clark
Peter K. Clark
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1 January 1973
journal article
Published by
JSTOR
in
Econometrica
Vol. 41
(1)
,
135
https://doi.org/10.2307/1913889
Abstract
S. Bochner's concept of a subordinate stochastic process is proposed as a model for speculative price series. A general class of finite-variance distributio...
Keywords
SUBORDINATED STOCHASTIC
FINITE VARIANCE
DISTRIBUTIO
BOCHNER'S
STOCHASTIC PROCESS MODEL
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Open Access
Cited by 1750 articles