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A tale of two tails: peakednes...
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Rank-1/2 : a simple way to improve the OLS estimation of tail exponents
Gabaix, Xavier
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Ibragimov, Rustam
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2007
Persistent link: https://www.econbiz.de/10003541997
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RANK-1-2: A SIMPLE WAY TO IMPROVE THE OLS ESTIMATION OF TAIL EXPONENTS
Gabaix, Xavier
;
Ibragimov, Rustam
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2007
Persistent link: https://www.econbiz.de/10007842206
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