An empirical re-examination of extreme tail behavior:...

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An empirical re-examination of extreme tail behavior: testing the assumptions of the power laws and the generalized Pareto distribution on the financial series

Liu, Wei-Han
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Language:
english
Journal:
Applied Economics
DOI:
10.1080/00036846.2019.1574968
Date:
March, 2019
File:
PDF, 2.07 MB
english, 2019
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