Empirical distributions of stock returns: between the stretched exponential and the power law? (Q3375381)
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scientific article; zbMATH DE number 5009967
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| English | Empirical distributions of stock returns: between the stretched exponential and the power law? |
scientific article; zbMATH DE number 5009967 |
Statements
Empirical distributions of stock returns: between the stretched exponential and the power law? (English)
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8 March 2006
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non-nested hypothesis testing
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Pareto distribution
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Weibull distribution
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0.7673137187957764
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0.7575076818466187
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0.7575076818466187
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0.7389251589775085
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0.7373753190040588
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