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Monte Carlo-Based Tail Exponent Estimator

  1. 1.
    Baruník, Jozef - Vácha, Lukáš
    Monte Carlo-Based Tail Exponent Estimator.
    IES Working Paper. Roč. 2010, č. 6 (2010), s. 1-26
    http://library.utia.cas.cz/separaty/2010/E/barunik-0342493.pdf
    http://hdl.handle.net/11104/0185214
Number of the records: 1  

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