Tail index estimates in small samples

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

Research output: Contribution to journal › Article › Professional

Original language	English
Pages (from-to)	208-216
Number of pages	9
Journal	Journal of Business and Economic Statistics
Volume	19
Issue number	2
Publication status	Published - 2001
Externally published	Yes

Cite this

@article{37607a73705944598dfc90e51f68040c,

title = "Tail index estimates in small samples",

author = "R. Huisman and C.G. Koedijk and C.J.M. Kool and F. Palm",

note = "Pagination: 9",

year = "2001",

language = "English",

volume = "19",

pages = "208--216",

journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor and Francis Ltd.",

number = "2",

}