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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

<div>The aim of this work was - checking statistical hypothesis about the power law distribution of the stock market.&nbsp;</div><div>As a result of analysis of empirical data shows that the hypothesis of a power law is not rejected under certain thresholds to construct a graph of the stock market. This result revealed examples of stock markets in different countries - Russia, England and America.</div>

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