Flexible multivariate Hill estimators
| Autor: | Dominicy, Yves, Heikkilä, Matias, Ilmonen, Pauliina, Veredas, David |
|---|---|
| Zdroj: | In Journal of Econometrics August 2020 217(2):398-410 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
| Autor: | Dominicy, Yves, Heikkilä, Matias, Ilmonen, Pauliina, Veredas, David |
|---|---|
| Zdroj: | In Journal of Econometrics August 2020 217(2):398-410 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect