The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/096031096333917
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1. Distribution properties of Latin American black market exchange rates
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3. On the Estimation of the Extreme-Value Index and Large Quantile Estimation
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