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Monte Carlo-Based Tail Exponent Estimator
- 1.BARUNÍK, Jozef, VÁCHA, Lukáš. Monte Carlo-Based Tail Exponent Estimator. IES Working Paper. 2010, 2010(6), 1-26. Available: http://library.utia.cas.cz/separaty/2010/E/barunik-0342493.pdf
Number of the records: 1