Clark, Peter K. A subordinated stochastic process model with finite variance for speculative prices. (English) Zbl 0308.90011 Econometrica 41, 135-155 (1973). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 4 ReviewsCited in 204 Documents MSC: 91B84 Economic time series analysis 60K10 Applications of renewal theory (reliability, demand theory, etc.) 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62P20 Applications of statistics to economics PDF BibTeX XML Cite \textit{P. K. Clark}, Econometrica 41, 135--155 (1973; Zbl 0308.90011) Full Text: DOI