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DrawdownCCDF.png (261 × 281 pixels, file size: 26 KB, MIME type: image/png)

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English: The 5000 largest drawdowns for 8 different futures contracts plotted according to their empirical CCDF, shifted by factors of 10 for visibility. The dashed lines are power law fits.[1]
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Source Own work
Author Srbw

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  1. Cite error: Invalid <ref> tag; no text was provided for refs named WheatSor2015Outlier

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11 November 2015

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Date/TimeThumbnailDimensionsUserComment
current10:24, 11 November 2015Thumbnail for version as of 10:24, 11 November 2015261 × 281 (26 KB)SrbwCross-wiki upload from en.wikipedia.org

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