An empirical re-examination of extreme tail behavior : testing the assumptions of the power laws and the generalized Pareto distribution on the financial series
Wei-Han Liu
| Year of publication: |
2019
|
|---|---|
| Authors: | Liu, Wei-Han |
| Subject: | Exponential distribution | generalized Pareto distribution | log-normal distribution | power laws | power-law distribution | Statistische Verteilung | Statistical distribution | Theorie | Theory | Pareto-Optimum | Pareto efficiency | Einkommensverteilung | Income distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2019.1574968 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012196832