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
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Identification Number: 10.1006/jmva.2000.1903
Item Type: | Article |
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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: | 01 Oct 2024 03:03 |
URI: | http://eprints.lse.ac.uk/id/eprint/7329 |
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