Tail index estimates in small samples

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

Research output: Contribution to journalArticleProfessional

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

Cite this

Huisman, R., Koedijk, C. G., Kool, C. J. M., & Palm, F. (2001). Tail index estimates in small samples. Journal of Business and Economic Statistics, 19(2), 208-216.
Huisman, R. ; Koedijk, C.G. ; Kool, C.J.M. ; Palm, F. / Tail index estimates in small samples. In: Journal of Business and Economic Statistics. 2001 ; Vol. 19, No. 2. pp. 208-216.
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Huisman, R, Koedijk, CG, Kool, CJM & Palm, F 2001, 'Tail index estimates in small samples', Journal of Business and Economic Statistics, vol. 19, no. 2, pp. 208-216.

Tail index estimates in small samples. / Huisman, R.; Koedijk, C.G.; Kool, C.J.M.; Palm, F.

In: Journal of Business and Economic Statistics, Vol. 19, No. 2, 2001, p. 208-216.

Research output: Contribution to journalArticleProfessional

TY - JOUR

T1 - Tail index estimates in small samples

AU - Huisman, R.

AU - Koedijk, C.G.

AU - Kool, C.J.M.

AU - Palm, F.

N1 - Pagination: 9

PY - 2001

Y1 - 2001

M3 - Article

VL - 19

SP - 208

EP - 216

JO - Journal of Business & Economic Statistics

JF - Journal of Business & Economic Statistics

SN - 0735-0015

IS - 2

ER -