Scale-free tails in colombian financial indexes: a primer
A maximum likelihood method for estimating the power-law exponent verifies that the positive and negative tails of the Colombian stock market index (IGBC) and the Colombian peso exchange rate (TRM) approximate a scale-free distribution, whereas none of the heavy tails of a local sovereign securities...
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Formato: | Online |
Lenguaje: | Español (Spanish) |
Publicado: |
Facultad de Finanzas, Gobierno y Relaciones Internacionales
2015
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Acceso en línea: | https://revistas.uexternado.edu.co/index.php/odeon/article/view/4415 |