On the power of generalized extreme value (GEV) and generalized Pareto distribution (GPD) estimators for empirical distributions of stock returns
| Year of publication: |
2006
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|---|---|
| Authors: | Malevergne, Y. ; Pisarenko, V. ; Sornette, D. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 16.2006, 3, p. 271
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