Tail index estimation: quantile-driven threshold selection

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Bibliographic Details

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)
Subjects:	Financial stability Econometric and statistical methods Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen