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Checking the Statistical Hypotheses About the Power Law of the Stock Market

Student: Andrej Elizarov

Supervisor: Petr Koldanov

Faculty: Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod)

Educational Programme: Bachelor

Year of Graduation: 2014

<p>Statistical hypothesis testing on the power law of the stock market. The study of the stock market of America, Britain and Russia, comparison. Design and analysis of market graph with different threshold values ​​of the correlation coefficient.</p>

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