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Estimating the density tail index for financial time series
Kearns, Phillip - In: The review of economics and statistics 79 (1997) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
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Structural models of the liquidity effect
Pagan, Adrian R. - In: The review of economics and statistics 80 (1998) 2, pp. 202-217
Persistent link: https://www.econbiz.de/10001240841
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Estimating the Density Tail Index for Financial Time Series
Kearns, Phillip; Pagan, Adrian - In: The review of economics and statistics 79 (1997) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10007372733