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Non-Gaussian distribution for stock returns and related stochastic differential equation

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References

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1997The variation of certain speculative prices4,468 cited
1974A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices903 cited
1960On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures722 cited
1969Mathematical problems of modeling stochastic nonlinear dynamic systems153 cited

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2016Regime switching model for financial data: Empirical risk analysis22 cited
2012Estimating functions for diffusion-type processes20 cited
2008The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes16 cited

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