Tail index estimates in small samples

R. Huisman, C.G. Koedijk, C.J.M. Kool, F. Palm

Research output: Contribution to journalArticleProfessional

131 Citations (Scopus)
Original languageEnglish
Pages (from-to)208-216
Number of pages9
JournalJournal of Business and Economic Statistics
Volume19
Issue number2
Publication statusPublished - 2001
Externally publishedYes

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