Extreme Value Theory as a Theoretical Background for Power Law Behavior
Year of publication: |
2010-09
|
---|---|
Authors: | Alfarano, Simone ; Lux, Thomas |
Institutions: | Institut für Weltwirtschaft (IfW) |
Subject: | Power law | estimation | tail index |
-
Extreme value theory as a theoretical background for power law behavior
Alfarano, Simone, (2010)
-
A Hierarchical Model of Tail-Dependent Asset Returns
Tente, Natalia, (2012)
-
Power laws in citation distributions: Evidence from Scopus
Brzeziński, Michał, (2014)
- More ...
-
The Small Core of the German Corporate Board Network: New Evidence from 2010
Milakovic, Mishael, (2011)
-
The Small Core of the German Corporate Board Network
Alfarano, Simone, (2008)
-
The real versus the financial economy: A global tale of stability versus volatility
Alfarano, Simone, (2013)
- More ...