Estimating the Density Tail Index for Financial Time Series
| Year of publication: |
1997
|
|---|---|
| Authors: | Kearns, Phillip ; Pagan, Adrian |
| Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 79.1997, 2, p. 171-175
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