Open AccessTime-varying Volatility and the Power Law Distribution of Stock Returns
Author(s) -
Missaka Warusawitharana
Publication year - 2016
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2016.022
Subject(s) - volatility (finance) , econometrics , stock (firearms) , power law , mathematics , economics , nonparametric statistics , statistics , geography , archaeology