Tail-Index Estimates in Small Samples
Autor: | Huisman, Ronald, Koedijk, Kees G., Palm, Franz |
---|---|
Zdroj: | Journal of Business & Economic Statistics, 2001 Apr 01. 19(2), 208-216. |
Databáze: | JSTOR Journals |
Externí odkaz: |
Autor: | Huisman, Ronald, Koedijk, Kees G., Palm, Franz |
---|---|
Zdroj: | Journal of Business & Economic Statistics, 2001 Apr 01. 19(2), 208-216. |
Databáze: | JSTOR Journals |
Externí odkaz: |