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Tail-Index Estimates in Small Samples
Huisman, Ronald, Koedijk, Kees G, Kool, Clemens J. M, Palm, FranzVolume:
19
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1198/073500101316970421
Date:
April, 2001
File:
PDF, 202 KB
english, 2001