Browsing by Title "Returns of brazilian equity market and the hyperbolic distribution: an empirical study"

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Os retornos no mercado acionário brasileiro e a distribuição hiperbólica: um estudo empírico

Santos, José Evaristo dos
2002

The research aimed at testing whether Brazilian stock market returns follow a hyperbolic distribution. The tests considered the daily returns of an aggregate stock market index - the Ibovespa Index - and of 30 individual ...