//--> //--> //-->
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
~person:"Barunik, Jozef"
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
2
α-stable distributions
2
Tail exponent estimation
1
tail exponent estimation
1
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Language
All
English
1
Undetermined
1
Author
All
Barunik, Jozef
Kiani, Khurshid M.
8
Bianchi, Michele Leonardo
5
Bidarkota, Prasad
5
Fabozzi, Frank J.
5
McCulloch, J. Huston
5
Kateregga, M.
4
Kim, Young Shin
4
Kurz-Kim, Jeong-Ryeol
4
Mataramvura, S.
4
Rachev, Svetlozar T.
4
Taylor, D.
4
Bekri, Mahmoud
3
Cappuccio, Nunzio
3
Dagsvik, John K.
3
Korbel, Jan
3
Lombardi, Marco J.
3
Lubian, Diego
3
Piazolo, Daniel
3
Stein, Michael
3
Stoyanov, Stoyan V.
3
Vatne, Bjørn H.
3
Aguilar, Jean-Philippe
2
Atakhanova, Zauresh
2
Beering, Carina
2
Bidarkota, Prasad V.
2
Casarin, Roberto
2
Framstad, Nils Chr.
2
Grabchak, Michael
2
Günay, Samet
2
Izzi, Luisa
2
Jentsch, Carsten
2
Jia, Zhiyang
2
KIANI, Khurshid M.
2
Khindanova, Irina
2
Kozubowski, Tomasz J.
2
Leucht, Anne
2
Levy, Joshua B.
2
Loretan, Michael Stanislaus
2
Loretan, Mico
2
more ...
less ...
Institution
All
Institut ekonomických studií, Univerzita Karlova v Praze
1
Published in...
All
Physica A: Statistical Mechanics and its Applications
1
Working Papers IES
1
Source
All
RePEc
2
Showing
1
-
2
of
2
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:
2
Monte Carlo-based tail exponent estimator
Barunik, Jozef
;
Vacha, Lukas
- In:
Physica A: Statistical Mechanics and its Applications
389
(
2010
)
21
,
pp. 4863-4874
study with the finite sample behavior of the Hill estimator under α-
stable
distributions
. Using large Monte Carlo …
Persistent link: https://www.econbiz.de/10011062433
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->