A note on upper estimates for Pickands constants

2008/02/02 by Krzysztof Dȩbicki, Paweł Kisowski · 7 citations
Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Statistical Distribution Estimation and Applications #Stochastic processes and financial applications

paper · doi:10.1016/j.spl.2008.01.071

openalex publication_date 2008/02/02 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/29

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