Tail index estimates in small samples

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

Research output: Contribution to journalArticleProfessional

123 Citations (Scopus)
Original languageEnglish
Pages (from-to)208-216
Number of pages9
JournalJournal of Business and Economic Statistics
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.