The Stable-Law Model of Stock Returns

An introduction to probability theory and its applications

1958 • 31,109 citations

Bootstrap Methods: Another Look at the Jackknife

1979 • 16,552 citations

The Behavior of Stock-Market Prices

1965 • 8,575 citations

An Introduction to Probability Theory and its Applications.

1972 • 5,396 citations

The variation of certain speculative prices

1997 • 4,766 citations

The Variation of Certain Speculative Prices

1963 • 4,461 citations

An Introduction to Probability Theory.

1986 • 3,512 citations

A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices

1974 • 921 citations

Parameter Estimates for Symmetric Stable Distributions

1971 • 515 citations

Regression-Type Estimation of the Parameters of Stable Laws

1980 • 502 citations

Estimating the Stable Index $\alpha$ in Order to Measure Tail Thickness: A Critique

1983 • 355 citations

The Distribution of Stock Returns

1972 • 292 citations

On the Stable Paretian Behavior of Stock-Market Prices

1974 • 230 citations

An iterative procedure for the estimation of the parameters of stable laws

1981 • 192 citations

Asymmetric Stable Distributed Security Returns

1980 • 98 citations

Stable Distributions and the Mixtures of Distributions Hypotheses for Common Stock Returns

1983 • 90 citations

Continuous Time Processes with Stable Increments

1978 • 59 citations

Skewness in Common Stock Returns^†

1980 • 14 citations

Deleted Work

1955 • 0 citations