@techreport{20.500.12134/6098,
author = {León-Rincón, Carlos Eduardo},
year = {2014},
month = {3},
url = {https://repositorio.banrep.gov.co/handle/20.500.12134/6098},
abstract = {A maximum likelihood method for estimating the power-law exponent verifies that the positive and negative tails of the Colombian stock market index (IGBC) and the Colombian peso exchange rate (TRM) approximate a scale-free distribution, whereas none of th},
publisher = {Banco de la República},
booktitle = {Borradores de Economía},
volume = {Borradores de Economía; No. 812},
title = {Scale-free tails in colombian financial indexes : a primer},
keywords = {Scale-free},
keywords = {Power-law},
keywords = {Zipf’s law},
keywords = {Financial returns},
doi = {https://doi.org/10.32468/be.812},
}