//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Institut ekonomických studií, Univerzita Karlova v Praze"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Stable Distributions"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hill estimator
1
tail exponent estimation
1
α-stable distributions
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Barunik, Jozef
1
Vacha, Lukas
1
Institution
All
Institut ekonomických studií, Univerzita Karlova v Praze
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Department of Economics, Florida International University
4
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
3
Society for Computational Economics - SCE
3
Banca d'Italia
2
Dipartimento di Scienze Economiche, Facoltà di Economia
2
EconWPA
2
Econometric Society
2
Deutsche Bundesbank
1
Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna
1
Economics Department, University of Missouri
1
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
Fakultät für Wirtschaftswissenschaften, Karlsruhe Institut für Technologie
1
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
1
Palgrave Macmillan
1
Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI)
1
Statistisk Sentralbyrå, Government of Norway
1
Université Paris-Dauphine
1
Université Paris-Dauphine (Paris IX)
1
Økonomisk Institut, Københavns Universitet
1
more ...
less ...
Published in...
All
Working Papers IES
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monte Carlo-Based Tail Exponent Estimator
Barunik, Jozef
;
Vacha, Lukas
-
Institut ekonomických studií, Univerzita Karlova v Praze
-
2010
In this paper we study the finite sample behavior of the Hill estimator under α-
stable
distributions
. Using large Monte …
Persistent link: https://www.econbiz.de/10008565823
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->