Testing the stable Paretian assumption (Q1600528)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing the stable Paretian assumption |
scientific article; zbMATH DE number 1755429
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the stable Paretian assumption |
scientific article; zbMATH DE number 1755429 |
Statements
Testing the stable Paretian assumption (English)
0 references
13 June 2002
0 references
empirical finance
0 references
GARCH
0 references
Hill estimator
0 references
summability
0 references
tail index
0 references
0 references
