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

Joyce A. Hall; Wade Brorsen; Scott H. Irwin

Journal of Financial and Quantitative Analysis 1989 24(1), 105

Joyce A. Hall, Wade Brorsen, Scott H. Irwin, The Distribution of Futures Prices: A Test of the Stable Paretian and Mixture of Normals Hypotheses, The Journal of Financial and Quantitative Analysis, Vol. 24, No. 1 (Mar., 1989), pp. 105-116

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