EMPIRICAL COMPARISONS OF DISTRIBUTIONAL MODELS FOR STOCK INDEX RETURNS

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.1K citations

Option Pricing, Liability (Financial Accounting), Asset Pricing +11

Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

T. W. Anderson, D. A. Darling · The Annals of Mathematical Statistics · 1952 · 3.5K citations · Full text

Large Deviations, Classical Eigenvalue, Continuous Distribution Function +13

On the Kolmogorov-Smirnov Test for Normality with Mean and Variance Unknown

Hubert W. Lilliefors · Journal of the American Statistical Association · 1967 · 3.3K citations

Engineering, Completely-specified Continuous Distribution, Variance Unknown +7

On the Kolmogorov-Smirnov Test for Normality with Mean and Variance Unknown

Hubert W. Lilliefors · Journal of the American Statistical Association · 1967 · 3K citations

Engineering, Completely-specified Continuous Distribution, Variance Unknown +7

EDF Statistics for Goodness of Fit and Some Comparisons

Michael A. Stephens · Journal of the American Statistical Association · 1974 · 2.9K citations

Reliability, Edf Statistics, Exponential Distribution +8