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Monte Carlo-based tail exponent estimator
- 1.BARUNÍK, Jozef, VÁCHA, Lukáš. Monte Carlo-based tail exponent estimator. Physica. A : Statistical Mechanics and its Applications. 2010, 389(21), 4863-4874. ISSN 0378-4371. E-ISSN 1873-2119. Available: doi: 10.1016/j.physa.2010.06.054.
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