Danielsson, Jon, 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
| Item Type: | Article |
|---|---|
| Official URL: | http://www.elsevier.com/wps/find/journaldescriptio... |
| Additional Information: | © 2001 Academic Press |
| Library of Congress subject classification: | Q Science > QA Mathematics |
| Sets: | Departments > Finance |
| Date Deposited: | 05 Nov 2008 10:07 |
| URL: | http://eprints.lse.ac.uk/7329/ |
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