Estimating the density tail index for financial time series

Review of Economics and Statistics

Volumn 79, Issue 2, 1997, Pages 171-175

  Kearns, Phillip ^a   Pagan, Adrian ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000865794     PISSN: 00346535     EISSN: None     Source Type: Journal    
DOI: 10.1162/003465397556755     Document Type: Article

References (22)

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