Tail-Index Estimates in Small Samples-Reference-Cited by-同舟云学术

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Tail-Index Estimates in Small Samples

Published:2001-04 Issue:2 Volume:19 Page:208-216
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Huisman Ronald,Koedijk Kees G,Kool Clemens J. M,Palm Franz

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/10256018808623883

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