Browsing by Subject "C46 - Specific Distributions; Specific Statistics"
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Scale-free tails in colombian financial indexes : a primer
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 ...Documentos de Trabajo. 2014-03-07
Borradores de Economía; No. 812