Danielsson, Jon 
ORCID: 0009-0006-9844-7960, de Haan, L., Peng, L. and de Vries, C. G.
(2001)
Using a bootstrap method to choose the sample fraction in tail index estimation.
Journal of Multivariate Analysis, 76 (2).
pp. 226-248.
ISSN 0047-259X
Identification Number: 10.1006/jmva.2000.1903
| Item Type: | Article |
|---|---|
| Official URL: | http://www.elsevier.com/wps/find/journaldescriptio... |
| Additional Information: | © 2001 Academic Press |
| Divisions: | Finance |
| Subjects: | Q Science > QA Mathematics |
| Date Deposited: | 05 Nov 2008 10:07 |
| Last Modified: | 27 Mar 2025 08:42 |
| URI: | http://eprints.lse.ac.uk/id/eprint/7329 |
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