TY  - GEN 
A1  - Leon-Rincon, Carlos Eduardo
DA  - 2014/03/03
PY  - 2014
UR  - https://repositorio.banrep.gov.co/handle/20.500.12134/6098
AB  - 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...
LA  - spa
PB  - Banco de la Republica
T3  - Borradores de Economia
JF  - Borradores de Economia; No. 812
M3  - Open Access
T1  - Scale-free tails in colombian financial indexes : a primer
KW  - C46 - Specific Distributions; Specific Statistics
KW  - G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
KW  - C58 - Financial Econometrics
KW  - Scale-free
KW  - Power-law
KW  - Zipf’s law
KW  - Financial returns
KW  - Indicadores financieros -- Colombia
KW  - Mercado de capitales -- Colombia
KW  - Tipos de cambio -- Colombia
KW  - Rendimiento financiero -- Colombia
KW  - C46 - Distribuciones especificas; Estadisticas especificas
KW  - C58 - Econometria financiera
KW  - G32 - Politica de financiacion; riesgo financiero y gestion de riesgos; Estructura del capital y de la propiedad; Valor de empresa; fondo de comercio
DO  - https://doi.org/10.32468/be.812
L1  - https://ideas.repec.org/p/bdr/borrec/812.html
ER  -