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

DOI10.2307/1913890zbMath0308.90012OpenAlexW1559169441MaRDI QIDQ4066832

Benoit B. Mandelbrot

Publication date: 1973

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913890

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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