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- W2022808247 abstract "Two alternate hypotheses, the stable Paretian and mixture of normals, have been proposed to explain the observed thick-tailed distributions of futures price movements. The two hypotheses are tested by applying the stability-under-addition test of stable distribution parameters to twenty lengthy time series of changes in daily closing futures prices. Tests are conducted on both the original data series and randomized data. The results offer sup? port for the mixture of normals hypothesis." @default.
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- W2022808247 date "1989-03-01" @default.
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- W2022808247 title "The Distribution of Futures Prices: A Test of the Stable Paretian and Mixture of Normals Hypotheses" @default.
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- W2022808247 doi "https://doi.org/10.2307/2330751" @default.
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