New statistic for financial return distributions: Power-law...

New statistic for financial return distributions: Power-law or exponential?

V. Pisarenko, D. Sornette
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Volume:
366
Year:
2006
Language:
english
Pages:
14
DOI:
10.1016/j.physa.2005.10.015
File:
PDF, 509 KB
english, 2006
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