Tail-index estimates in small samples

2001-04-01

Additional Metadata
Keywords	Exchange rates, Fat tails, Tail-index estimation
Persistent URL	dx.doi.org/10.1198/073500101316970421, hdl.handle.net/1765/61928
Journal	Journal of Business and Economic Statistics
Organisation	Erasmus Research Institute of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Huisman, R, Koedijk, C.G, Kool, C.J.M, & Palm, F. (2001). Tail-index estimates in small samples. Journal of Business and Economic Statistics, 19(2), 208–216. doi:10.1198/073500101316970421

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