On fitting the Pareto–Levy distribution to stock market index data: Selecting a suitable cutoff value
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 2005
ISSN: 0378-4371
DOI: 10.1016/j.physa.2005.03.001