6Mandelbrot B. The variation of certain speculative pricings[J]. Journal of Business, 1963, 36: 394-419.
7Fama, E F. The behavior of stock market prices [J]. Journal of Business, 1965, 38: 34-105.
8Blattberg R, Gonedes N. A comparison of stable and student distributions as statistical models for stock prices [J]. Journal of Business, 1974, 47: 244-280.
9Rachev, S, Mittnik, S. Stable Paretian models in finance[M]. Wiley, 2000.
10Cont R. Empirical properties of asset returns: Stylized facts and statistical issues[J]. Quantitative Finance, 2001, 1: 223-236.
