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New in Mathematica 9Enhanced Probability & Statistics

Model Differences in Log Returns of Stock Prices 

Consider differences in log returns for Google stocks.

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Fit a TsallisQGaussianDistribution to the data and compare against the fit with a NormalDistribution.

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Compare a histogram of the data to the PDF of the fitted distributions.

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Inspect the heavy-tail behavior.

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Find the probability of the log-return to exceed 0.10.

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Simulate the log difference in price for 30 consecutive days.

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