Structural change tests in tail behaviour and the Asian crisis (Q2763328)
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scientific article; zbMATH DE number 1691349
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural change tests in tail behaviour and the Asian crisis |
scientific article; zbMATH DE number 1691349 |
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6 March 2002
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Hill's conditional maximum likelihood estimator
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stock price data
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Structural change tests in tail behaviour and the Asian crisis (English)
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