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Tail index estimation: quantile-driven threshold selection
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Authors and Corporations: | , , , |
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Other Authors: | Ergun, Lerby M. [Author] • Haan, Laurens de 1937- [Author] • Vries, Casper G. de 1955- [Author] |
Type of Resource: | E-Book |
Language: | English |
published: | |
Series: |
Bank of Canada: Staff working paper ; 2019, 28 (August 2019)
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Subjects: | |
Source: | Verbunddaten SWB Lizenzfreie Online-Ressourcen |
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