Jiří Horák

Charles University in Prague

Celetná 13

Praha 1, 116 36

Czech Republic

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Scholarly Papers (1)

1.

On Tails of Stock Returns: Estimation and Comparison between Stocks and Markets

Number of pages: 14 Posted: 19 Mar 2009
Jiří Horák and Martin Smid
Charles University in Prague and Institute of Information Theory and Automation, Prague
Downloads 99 (272,976)

Abstract:

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tail exponents, estimation, price return