Dear fsv,
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Отправлено Quark, 16:38:31 22/10/2002
в ответ на: Dear Quark, , отправлено fsv, 16:17:20 22/10/2002
 
?stochastic return distribution?
 
 
I mean the cumalative distribution of returns:
 
P(x,T) — the probability for the absolute value of logarithmic price increment for the period T to be larger than x.
 
http://www.howtotrade.ru/archive/9249.shtml
 
 
 
?significantly less probable?
 
This is up to the user. My formulai are rather complicated to put them here. But I hope that the idea is clear.
 
 
Best regards,


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