Optimal choice of sample fraction in univariate financial tail index estimation
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Publication:5123676
DOI10.1080/02664760903214403OpenAlexW1983124974MaRDI QIDQ5123676
Publication date: 29 September 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760903214403
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