Tail index estimation in the presence of long-memory dynamics Articles uri icon

authors

  • JACH, AGNIESZKA EWELINA
  • MCELROY, TUCKER

publication date

  • January 2012

start page

  • 266

end page

  • 282

volume

  • 56

international standard serial number (ISSN)

  • 0167-9473

electronic international standard serial number (EISSN)

  • 1872-7352

abstract