A New Regression-Based Tail Index Estimator

AuthID
 P-00R-4VH
2
Author(s)
Document Type
Article
Year published
2019
Published
in REVIEW OF ECONOMICS AND STATISTICS, ISSN: 0034-6535
Volume: 101, Issue: 4, Pages: 667-680 (14)
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Publication Identifiers
SCOPUS: 2-s2.0-85079528592
Wos: WOS:000488463200009
Source Identifiers
ISSN: 0034-6535
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