Please use this identifier to cite or link to this item: https://ptsldigital.ukm.my/jspui/handle/123456789/587200
Title: A Simple Power-Law Tail Estimation of Financial Stock Return
Authors: Abu Hassan Shaari Mohd Nor
Chin Wen Cheong
Zaidi Isa
Keywords: Bursa saham
Goodness-of-fit test
Hill estimator
power-law distribution
stock exchange
Issue Date: 2009
News Source: Sains Malaysiana
ISSN: 0126-6039
Call Number: Siri Q1.S23
Publisher: Penerbit UKM
Appears in Collections:UKM Journal Article / Artikel Jurnal UKM

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