I made some researches for a few companies included in the Deutsche Aktienindex (DAX) over the period 99-01. But the majority of my remarks are based on investigations of other people for American stock market. Some of these researches are freely available in the web.
Скажите, что Вы использовали в качестве функции плотности распределения?
I have used the kernel estimator method for calculating the PDF
(B.W. Silverman, Density estimation for statistics and data analysis).
