Number of the records: 1
Monte Carlo-based tail exponent estimator
- 1.Baruník, Jozef - Vácha, Lukáš
Monte Carlo-based tail exponent estimator.
Physica. A : Statistical Mechanics and its Applications. Roč. 389, č. 21 (2010), s. 4863-4874. ISSN 0378-4371. E-ISSN 1873-2119
Impact factor: 1.521, year: 2010
http://library.utia.cas.cz/separaty/2010/E/barunik-0346486.pdf
http://hdl.handle.net/11104/0187507
Number of the records: 1