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Continuous Time Processes with Stable Increments

Data up to Jan 2025

Published1978
Citations59
References20

Total Citations Per Year

Abstract

References (20)

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1973 • 228 citations

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1968 • 208 citations

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1977 • 180 citations

An Estimate of the Liquidity Premium

1975 • 128 citations

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1975 • 127 citations

Parameter Estimates for Symmetric Stable Distributions

1971 • 102 citations

The behavior of interest rates : an application of the efficient market model to U.S. Treasury bills

1970 • 94 citations

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1977 • 47 citations

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1976 • 14 citations

The Variation of Certain Speculative Prices

2015 • 13 citations

Limited Liability, Short Selling, Bounded Utility, and Infinite-Variance Stable Distributions

1976 • 6 citations

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Continuous Time Processes with Stable Increments (1978) – The Journal of Business | Metascience Observatory Explorer