Empirical distributions of stock returns: between the stretched exponential and the power law?
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Publication:3375381
DOI10.1080/14697680500151343zbMath1134.91551arXivphysics/0305089OpenAlexW3122813951MaRDI QIDQ3375381
V. F. Pisarenko, Didier Sornette, Yannick Malevergne
Publication date: 8 March 2006
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/physics/0305089
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