Tail-Index Estimates in Small Samples

Journal of Business and Economic Statistics 2001 / 04 Vol. 19; Iss. 2

Tail-Index Estimates in Small Samples

Huisman, Ronald, Koedijk, Kees G, Kool, Clemens J. M, Palm, Franz
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Volume:
19
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1198/073500101316970421
Date:
April, 2001
File:
PDF, 202 KB
english, 2001
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