Tail index estimates in small samples

Ronald Huisman, CG (Kees) Koedijk, F Palm, C Kool

Research output: Contribution to journal › Article › Academic › peer-review

156 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	208-216
Number of pages	9
Journal	Journal of Business and Economic Statistics
Volume	19
Issue number	2
DOIs	https://doi.org/10.1198/073500101316970421
Publication status	Published - 2001

Research programs

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title = "Tail index estimates in small samples",

author = "Ronald Huisman and Koedijk, {CG (Kees)} and F Palm and C Kool",

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AU - Huisman, Ronald

AU - Koedijk, CG (Kees)

AU - Palm, F

AU - Kool, C

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U2 - 10.1198/073500101316970421

DO - 10.1198/073500101316970421

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JO - Journal of Business and Economic Statistics

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