Appendix B Professor Irving Fisher's Statistical Measures of 'Price Change'Frederick R. Macaulay
Chapter in NBER book Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856 (1938), Frederick R. Macaulay (p. 549 - 564) This paper is available as PDF (205 K) or via email.
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