Estimating the density tail index for financial time series
Phillip Kearns and Adrian Pagan
| Year of publication: |
1997
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|---|---|
| Authors: | Kearns, Phillip |
| Other Persons: | Pagan, Adrian R. (contributor) |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 79.1997, 2, p. 171-175
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| Subject: | Schätztheorie | Estimation theory | Index | Index number | Zeitreihenanalyse | Time series analysis | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Simulation | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | USA | United States | 1985-1987 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001222499