Recent content by Tejay

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    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...
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    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...
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