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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"The review of economics and statistics"
~person:"Rodrigues, Paulo M. M."
~source:"econis"
~subject:"Bayes-Statistik"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Statistical distribution"
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Rodrigues, Paulo M. M.
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The review of economics and statistics
Journal of econometrics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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A new regression-based tail index estimator
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
The review of economics and statistics
101
(
2019
)
4
,
pp. 667-680
Persistent link: https://www.econbiz.de/10012116628
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