Structural Change in Tail Behavior and the Asian Financial Crisis
Year of publication: |
2000-11
|
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Authors: | Quintos, Carmela E. ; Fan, Zhenhong ; Phillips, Peter C.B. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Extreme value theory | Hill estimator | Structural change | Tail index estimation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1030. Published in Review of Economic Studies (2001), 68(3): 633-663 The price is None Number 1283 38 pages |
Classification: | C22 - Time-Series Models ; G15 - International Financial Markets |
Source: |
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