Bibliography
- Chambers , J.M. , Mallows , C.L. and Stuck , B.W. 1976 . A method for simulating stable random variates . Journal of the Anerican Statistical Association , 71 : 340 – 44 .
- DuMouchel , W.H. 1975 . Stable distributions in statistical inference: 2. Information from stably distributed samples . Journal of the American Statistical Association , 70 : 386 – 93 .
- Fama , E.F. 1963 . Mandelbrot and the stable Paretian hypothesis . Journal of Business , 36 : 420 – 29 .
- Fama , E.F. 1965 . The behavior of stock market prices . Journal of Business , 38 : 34 – 105 .
- Fama , E.F. and Roll , R. 1971 . Parameter estimates for symmetric stable distributions . Journal of the American Statistical Association , 66 : 331 – 38 .
- Fama , E.F. and Roll , R. 1968 . Some properties of symmetric stable distributions . Journal of the American Statistical Association , 63 : 817 – 36 .
- Hall , J.A. , Brorsen , B.W. and Irwin , S.H. 1989 . The distribution of futures prices: A test of the stable Paretian and mixture of normals hypothesis . Journal of Financial and Quantitative Analysis , 24 : 127 – 41 .
- Kaylen , M.S. and Preckel , P.V. 1987 . MINTDF: A FORTRAN Subroutine for Computing Parametric Integrals , Purdue University . Station Bulletin No. 519, Department of Agricultural Economics
- McCulloch , J.H. 1979 . Linear Regression with Symmetric Stable Residuals , The Ohio State University . Working Paper No. 63
- McCulloch , J.H. 1986 . Simple consistent estimators of stable distribution parameters . Communications in Statistics -Simulation Computation , 15 : 1109 – 1136 .
- Mandelbrot , B. 1963 . The variation of certain speculative prices . Journal of Business , 36 : 394 – 419 .
- Murtagh , B.A. and Saunders , M.A. 1983 . MINOS 5.0 User's Guide , CA : Systems Optimization Laboratory . Technical Report SOL 83–20, Stanford
- Paulson , A.S. , Holcomb , E.W. and Leitch , R.A. 1975 . The estimation of the parameters of the stable laws . Biometrika , 62 : 163 – 70 .
- Taylor , S.J. 1985 . The behavior of futures prices over time . Applied Economics , 17 : 713 – 34 .
- Zolotarev , V.M. 1966 . On representation of the stable laws by integrals . Selected Translations in Mathematical Statistics and Probability , 6 : 84 – 88 . Providence, RI: American Mathematical Society