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~isPartOf:"Journal of banking & finance"
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~subject:"Tail index"
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Tail index
Ausreißer
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Candelon, Bertrand
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Kim, Joocheol
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Kim, Joseph H. T.
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Journal of banking & finance
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ECONIS (ZBW)
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A parametric alternative to the Hill estimator for heavy-tailed distributions
Kim, Joseph H. T.
;
Kim, Joocheol
- In:
Journal of banking & finance
54
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011377782
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2
Long-term asset tail risks in developed and emerging markets
Straetmans, Stefan
;
Candelon, Bertrand
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 1832-1844
Persistent link: https://www.econbiz.de/10009741911
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