The modified weibull distribution for asset returns: reply

DOI10.1080/14697680600902520zbMath1134.91562OpenAlexW2070801513MaRDI QIDQ3437402

V. F. Pisarenko, Didier Sornette, Yannick Malevergne

Publication date: 9 May 2007

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680600902520

Mathematics Subject Classification ID

Economic time series analysis (91B84) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

Towards a general theory of extremes for observables of chaotic dynamical systems

Cites Work

• Empirical distributions of stock returns: between the stretched exponential and the power law?
• The modified Weibull distribution for asset returns

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