2001-04-01
Tail-index estimates in small samples
Publication
Publication
Journal of Business and Economic Statistics , Volume 19 - Issue 2 p. 208- 216
Additional Metadata | |
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Exchange rates, Fat tails, Tail-index estimation | |
dx.doi.org/10.1198/073500101316970421, hdl.handle.net/1765/61928 | |
Journal of Business and Economic Statistics | |
Organisation | Erasmus Research Institute of Management |
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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