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On the power of generalized extreme value (GEV) and generalized Pareto distribution (GPD) estimators for empirical distributions of stock returns
Malevergne, Y., (2006)
Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal
MALEVERGNE, Y.,
Empirical distributions of stock returns: between the stretched exponential and the power law?
Malevergne, Y., (2005)