Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology
Gomes, M. Ivette, Mendonça, Sandra, Pestana, DinisVolume:
40
Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2011.562782
Date:
August, 2011
File:
PDF, 1.15 MB
english, 2011