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January 1, 1974The Journal of Business

A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices

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RBRobert C. BlattbergNorthwestern UniversityNGNicholas J. GonedesUniversity of Chicago

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Blattberg et al. (1974) studied this question.

synapsesocial.com/papers/6a700d51a7fbea1e4407edeahttps://doi.org/10.1086/295634
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