Behavior of international stock return distributions: A simple test of functional form
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- Akgiray, Vedat, 1989. "Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts," The Journal of Business, University of Chicago Press, vol. 62(1), pages 55-80, January.
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- Hirschberg, Joseph G. & Slottje, D. J., 1989. "Remembrance of things past the distribution of earnings across occupations and the kappa criterion," Journal of Econometrics, Elsevier, vol. 42(1), pages 121-130, September.
- Solnik, Bruno H, 1973. "Note on the Validity of the Random Walk for European Stock Prices," Journal of Finance, American Finance Association, vol. 28(5), pages 1151-59, December.
- Thurow, Lester C, 1970. "Analyzing the American Income Distribution," American Economic Review, American Economic Association, vol. 60(2), pages 261-69, May.
- Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, vol. 36, pages 394.
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