Tail-Index Estimates in Small Samples
| Year of publication: |
2001
|
|---|---|
| Authors: | Huisman, Ronald ; Koedijk, Kees G. ; Kool, Clemens J.M. ; Palm, Franz |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 19.2001, 2, p. 208-216
|