Structural change tests in tail behaviour and the Asian crisis (Q2763328)
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scientific article; zbMATH DE number 1691349
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Structural change tests in tail behaviour and the Asian crisis |
scientific article; zbMATH DE number 1691349 |
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6 March 2002
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Hill's conditional maximum likelihood estimator
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stock price data
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Structural change tests in tail behaviour and the Asian crisis (English)
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0.80036461353302
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0.7872362732887268
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0.7754687070846558
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0.768613874912262
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0.7659748196601868
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