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Pages 271-277 | Published online: 21 Mar 2007

References

  • Clark , P. 1973 . A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices . Econometrica , 41 : 135 – 156 .
  • Efron , B. 1979 . Bootstrap methods: Another look at the Jacknife . Annals of Statistics , 7 : 1 – 26 .
  • Lindley , D. 1971 . Review of the Theory of Statistical Inference by S. Zacks . Journal of the Royal Statistical Society A , 135 : 272 – 273 .
  • Krasker , W. 1980 . Estimation in Linear Regression Models with Disparate Data Points . Econometrica , 48 : 1333 – 1346 .
  • Rosenfeld E. Stochastic Process of Common Stock Returns unpublished MIT. Ph.D. thesis 1980

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