Measuring tail thickness to estimate the stable index a : a critique
Year of publication: |
1997
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Authors: | McCulloch, J. Huston |
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 876122-X. - Vol. 15.1997, 1, p. 74-81
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Subject: | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | Anleihe | Bond | Theorie | Theory |
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