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Danielsson, Jon 
ORCID: 0009-0006-9844-7960, Ergun, Lerby M., Haan, Laurens de and Vries, Casper G. de
(2016)
Tail index estimation: quantile driven threshold selection.
Systemic Risk Centre Discussion Papers (58).
Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
