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A New Regression-Based Tail Index Estimator
AuthID
P-00R-4VH
2
Author(s)
Nicolau, J
·
Rodrigues, PMM
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
DOI
:
10.1162/rest_a_00768
Scopus
: 2-s2.0-85079528592
Wos
: WOS:000488463200009
Source Identifiers
ISSN
: 0034-6535
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