Power laws estimation

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j.galimberti
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Joined: Fri Feb 06, 2009 2:53 am

Power laws estimation

Postby j.galimberti » Wed Sep 16, 2009 5:58 pm

# Description: this program estimates a power law for financial returns time series. See Gabaix (2008) section 6.
# Data type: times series.

The code is available at:
http://sites.google.com/site/jkgeconoen ... ical-works
Galimberti, J. K.
MSc in Economics at Federal University of Santa Catarina (Brazil)
Going to PhD in Economics at University of Manchester (UK)
Website: http://sites.google.com/site/jkgeconoeng/

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