Using a bootstrap method to choose the sample fraction in tail index estimation

J (Jón) Danielsson, Laurens de Haan, L (Liang) Peng, Casper de Vries

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages26
EditionEconometric Institute 2000-19/A
Publication statusPublished - 2000

Publication series

SeriesEconometric Institute

Research programs

  • EUR ESE 13

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