Power laws estimation
Posted: 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
# Data type: times series.
The code is available at:
http://sites.google.com/site/jkgeconoen ... ical-works