Measuring Tail Thickness to Estimate the Stable Index α: A Critique
Autor: | McCulloch, J. Huston |
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Zdroj: | Journal of Business & Economic Statistics, 1997 Jan 01. 15(1), 74-81. |
Databáze: | JSTOR Journals |
Externí odkaz: |
Autor: | McCulloch, J. Huston |
---|---|
Zdroj: | Journal of Business & Economic Statistics, 1997 Jan 01. 15(1), 74-81. |
Databáze: | JSTOR Journals |
Externí odkaz: |