A new regression-based tail index estimator
Year of publication: |
2019
|
---|---|
Authors: | Nicolau, João ; Rodrigues, Paulo M. M. |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 101.2019, 4, p. 667-680
|
Subject: | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Index | Index number | Wechselkurs | Exchange rate | Theorie | Theory | Welt | World | 1999-2016 |
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