On Tail Index Estimation Using Dependent, Heterogeneous Data


Autoria(s): Hill, Jonathan
Data(s)

27/05/2005

Formato

application/pdf

Identificador

http://digitalcommons.fiu.edu/economics_wps/69

http://digitalcommons.fiu.edu/cgi/viewcontent.cgi?article=1068&context=economics_wps

Publicador

FIU Digital Commons

Direitos

default

Fonte

Economics Research Working Paper Series

Tipo

text