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Tail index estimation: quantile-driven threshold selection

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Authors and Corporations: Daníelsson, Jón (Author), Ergun, Lerby M. (Author), Haan, Laurens de (Author), Vries, Casper G. de (Author)
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:
[Ottawa] Bank of Canada [2019]
Series: Bank of Canada: Staff working paper ; 2019, 28 (August 2019)
Source: Verbunddaten SWB
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