Comments on: "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," by Peter K. Clark

Benoît B. Mandelbrot

DOI: 10.2307/1913890

Data up to Jan 2025

Published1973

Citations66

References3

Fields

Economics Mathematics Computer science Mathematical economics Econometrics Applied mathematics

Total Citations Per Year

Abstract

References (3)

The variation of certain speculative prices

1997 • 4,766 citations

A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices

1973 • 2,868 citations

On the Distribution of Stock Price Differences

1967 • 515 citations

Cited By (0)

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Comments on: "A Subordinated Stochastic Process Model with Finite Variance for… (1973) – Econometrica | Metascience Observatory Explorer