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The modified weibull distribution for asset returns: reply |
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| Authors: | Y. Malevergne V. Pisarenko D. Sornette |
| Affiliation: | 1. ISFA Graduate School of Actuarial Science , University of Lyon 1 , 50 avenue Tony Garnier, 69366 Lyon Cedex 07, France;2. EM-Lyon Graduate School of Management , 23 avenue Guy de Collongue, 69134 Ecully Cedex, France yannick.malevergne@univ-lyon1.fr;4. International Institute of Earthquake Prediction Theory and Mathematical Geophysics , Russian Academy of Sciences , Warshavskoye sh. 79, kor. 2, Moscow 113556, Russia;5. D-MTEC , ETH Zurich, Kreuzplatz 5, CH-8032 Zurich, Switzerland |
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