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 876122x. - Vol. 15.1997, 1, p. 74-81
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