Recent content by Tejay
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Undergrad How can I generate a two-tailed power law distribution for stock market returns?
Thanks for the quick reply. That article is exactly what I am trying to do. What I meant by one tail is I can calculate say a graph like this for the positive returns; But I am not sure of the formula I need to use to get the overall distribution or bell shape. Even better, if this...- Tejay
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- Forum: Set Theory, Logic, Probability, Statistics
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Undergrad How can I generate a two-tailed power law distribution for stock market returns?
Hi All, After reading some books on how stock market returns are better modeled by a power law distribution, I wanted to play with some data based on this. When using some software and or doing it myself on excel, I can generate one tail, but not two. This is what I would like my data...- Tejay
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- Distribution Law Power Power law
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- Forum: Set Theory, Logic, Probability, Statistics