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Tail Index Estimation: Quantile Driven Threshold Selection

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Bibliographic Details
Other Authors: Ergun, Lerby Murat [Other] • de Haan, Laurens [Other] • de Vries, Casper G. [Other]
Type of Resource: E-Book
Language: English
published:
[S.l.] SSRN [2016]
Source: Verbunddaten SWB
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