The Distribution of Futures Prices: A Test of the Stable Paretian and Mixture of Normals Hypotheses

Volume 24
Issue 01 - Mar 1989
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<div style="background: #FFFFFF; margin: 10px 10px 10px 10px; padding: 10px 10px 10px 20px; text-align: left; border-top: 1px dashed #a5bbd1; border-left: 10px solid #a5bbd1; font-family: Verdana, Geneva, sans-serif;"><br> <div style="font-size: 12px; padding: 0px 0px 10px 0px; font-weight:bold; color: #003366;">The Distribution of Futures Prices: A Test of the Stable Paretian and Mixture of Normals Hypotheses</div><br><div style="font-size: 10px;"><b>Joyce A. Hall,B. Wade Brorsen and Scott H. Irwin (1989).</b><br /> <a href="http://journals.cambridge.org/action/displayJournal?jid=JFQ">Journal of Financial and Quantitative Analysis</a>, <a href="http://journals.cambridge.org/action/displayJournal?jid=JFQ&volumeId=24&bVolume=y#loc24 ">Volume 24</a>, <a href="http://journals.cambridge.org/action/displayIssue?jid=JFQ&volumeId=24&issueId=01&iid=4490616"> Issue 01</a>, March 1989 pp 105-116 <br/> <a href="http://journals.cambridge.org/action/displayAbstract?aid=4490616">http://journals.cambridge.org/action/displayAbstract?aid=4490616</a></div></div>
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The Distribution of Futures Prices: A Test of the Stable Paretian and Mixture of Normals Hypotheses

Joyce A. Hall, B. Wade Brorsen and Scott H. Irwin (1989).
Journal of Financial and Quantitative Analysis, Volume 24, Issue 01, March 1989 pp 105-116 http://journals.cambridge.org/action/displayAbstract?aid=4490616

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Journal of Financial and Quantitative Analysis (1989), 24 : 105-116 Cambridge University Press

doi:10.2307/2330751 (About doi)

Published online by Cambridge University Press 06 Apr 2009

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Journal of Financial and Quantitative Analysis (1989), 24 : 105-116 Cambridge University Press

doi:10.2307/2330751 (About doi)

Published online by Cambridge University Press 06 Apr 2009