On tail index estimation for dependent, heterogeneous data

Econometric Theory

Volumn 26, Issue 5, 2010, Pages 1398-1436

  Hill, Jonathan B ^a  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77957220506     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466609990624     Document Type: Article

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