Testing the stable Paretian assumption (Q1600528)
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scientific article; zbMATH DE number 1755429
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing the stable Paretian assumption |
scientific article; zbMATH DE number 1755429 |
Statements
Testing the stable Paretian assumption (English)
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13 June 2002
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empirical finance
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GARCH
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Hill estimator
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summability
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tail index
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0.8459376692771912
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0.8394245505332947
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0.8176881670951843
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