Empirical distributions of stock returns: Between the stretched exponential and the power law?

Quantitative Finance

Volumn 5, Issue 4, 2005, Pages 379-401

  Malevergne, Y ^a,b   Pisarenko, V ^c   Sornette, ^d,e  

^a UNIVERSITÉ LYON 1   (France)

^b EMLYON BUSINESS SCHOOL   (France)

^c INSTITUTE OF EARTHQUAKE PREDICTION THEORY AND MATHEMATICAL GEOPHYSICS   (Russian Federation)

^d INSTITUT NON LINÉAIRE DE NICE   (France)

^e UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Non nested hypothesis testing; Pareto distribution; Weibull distribution

Indexed keywords

EID: 24144465546     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680500151343     Document Type: Article

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