Monte Carlo-based tail exponent estimator by Jozef Barunik; Lukas Vacha
Author:Jozef Barunik; Lukas Vacha , Date: March 19, 2022
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Author:Jozef Barunik; Lukas Vacha
Format: pdf
Tags: Hill estimator, α-stable distributions, Tail exponent estimation
Publisher: Elsevier B.V.
Published: 2010-08-25T07:36:32+00:00
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