Testing the stable paretian assumption

Mathematical and Computer Modelling

Volumn 34, Issue 9-11, 2001, Pages 1095-1112

  Paolella, M S ^a  

^a UNIVERSITY OF KIEL   (Germany)

Author keywords

Empirical finance; GARCH; Hill estimator; Summability; Tail index

Indexed keywords

EID: 0035943854     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0895-7177(01)00118-2     Document Type: Article

References (51)

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