Detecting structural breaks in tail behaviour from the perspective of fitting the generalized Pareto distribution
| Year of publication: |
2013
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|---|---|
| Authors: | Liu, Wei-han |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 45.2013, 10 (1.4.), p. 1273-1286
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