J. Danielsson
- Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
2001/02/01 by J. Danielsson, Jón Danı́elsson, Laurens de Haan +5 · 10 citations
Economics, Econometrics and Finance · Environmental Science · #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact #Hydrology and Drought Analysis