Tail index and quantile estimation with very high frequency data
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Author
Publication
1996 - Institute of Economic Studies, University of Iceland, Reykjavík, Iceland, Iceland
Language
English
Word Count
4,750 words, Guess
Page Count
19 pages
Identifiers
- Open LibraryOL61110992M
- OCLC Control Number36298813
Subjects
Series Statement
- Institute of Economic Studies working paper series -- W96:05
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