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Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal
MALEVERGNE, Y.,
On the power of generalized extreme value (GEV) and generalized Pareto distribution (GPD) estimators for empirical distributions of stock returns
Malevergne, Y., (2006)
On the power of generalized extreme value (GEV) and generalized Pareto distribution (GPD) estimators for empirical distribution of stock returns