Cassidy, D.T. (2011) Describing n-Day Returns with Student’s t-Distributions. Physica A, 390, 2794-2802.
http://dx.doi.org/10.1016/j.physa.2011.03.019

has been cited by the following article:

• TITLE: Student’s t Increments

  AUTHORS: Daniel T. Cassidy

  KEYWORDS: Student’s t-Distribution, Truncated, Effectively Truncated, Cauchy Distribution, Random Walk, Sample Paths, Continuity

  JOURNAL NAME: Open Journal of Statistics, Vol.6 No.1, February 26, 2016

  ABSTRACT: Some moments and limiting properties of independent Student’s t increments are studied. Inde-pendent Student’s t increments are independent draws from not-truncated, truncated, and effectively truncated Student’s t-distributions with shape parameters and can be used to create random walks. It is found that sample paths created from truncated and effectively truncated Student’s t-distributions are continuous. Sample paths for Student’s t-distributions are also continuous. Student’s t increments should thus be useful in construction of stochastic processes and as noise driving terms in Langevin equations.