Financial return distributions: past, present, and covid-19

HIGHLIGHTS

  • who: Marcin Wątorek and colleagues from the Faculty of Computer Science and Telecommunications, Cracow University of Technology, ulWarszawska, ulRadzikowskiego, Kraków, Poland have published the research work: Financial Return Distributions: Past, Present, and COVID-19, in the Journal: Entropy 2021, 23, 884. of 27/03/2020
  • what: The authors focus on the fitted function parameters and how they change over the years by comparing the results with those from earlier studies and find that on the time horizons of up to a few minutes the so-called "inverse-cubic power-law" still constitutes an . . .

     

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