@techreport{cfb08408077549368f1fb39ef7146cb4,
title = "Unbiased Tail Estimation by an Extension of the Generalized Pareto Distribution",
abstract = "AMS classifications: 62G20; 62G32;",
keywords = "bias, exchange rate, heavy tails, peaks-over-threshold, regular variation, tail index",
author = "J. Beirlant and E. Joossens and J. Segers",
note = "Subsequently published in the Journal of Statistical Planning and Inference (2009) Pagination: 18",
year = "2005",
language = "English",
volume = "2005-112",
series = "CentER Discussion Paper",
publisher = "Econometrics",
type = "WorkingPaper",
institution = "Econometrics",
}