Modeling Movie Success When ‘Nobody Knows Anything’: Conditional Stable-Distribution Analysis Of Film Returns
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
http://link.springer.com/content/pdf/10.1007/s10824-005-1156-5.pdf
Reference42 articles.
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3. Bergstrom, H. (1952) “On Some Expansions of Stable Distribution Functions.” Arkiv fur Mathematik 2: 375–378.
4. Blattberg, R. and Sargent, T. (1971) “Regression with non-Gaussian Stable Disturbances Some Sampling Results.” Econometrica 39(3): 501–510.
5. Box, G. and Cox, D. (1964) “An Analysis of Transformations.” Journal of the Royal Statistical Society B 26: 211–243.
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