Eryiğit, Mehmet; Çukur, Sadik; Eryiğit, Resul - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 9, pp. 1879-1886
We have investigated the tail distribution of the daily fluctuations in 202 different indices in the stock markets of 59 countries for the time span of the last 20 years. Power law, log-normal, Weibull, exponential and power law with exponential cutoff distributions are considered as possible...
