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Empirical Distributions of Log-Returns: Between the Stretched Exponential and the Power Law?
Malevergne, Yannick, Pisarenko, Vladilen, Sornette, DidierYear:
2003
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.410261
File:
PDF, 675 KB
english, 2003