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HETEROGENEOUS EXPECTATIONS AND SECURITY PRICE DISTRIBUTIONS: RANDOM MOVEMENTS, FAT TAILS, AND UNSTABLE BETA'S
Author(s) -
Wood J. Stuart
Publication year - 1978
Publication title -
financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.621
H-Index - 47
eISSN - 1540-6288
pISSN - 0732-8516
DOI - 10.1111/j.1540-6288.1978.tb01058.x
Subject(s) - citation , beta (programming language) , economics , financial economics , econometrics , computer science , library science , programming language