Exact tests and confidence sets for the tail coefficient of a-stable distributions /

Bibliographic Details
Main Author: Dufour, Jean-Marie
Other Authors: Kurz-Kim, Jeong-Ryeol, 1959-
Format: Book
Language:English
Published: Frankfurt am Main : Deutsche Bundesbank, 2003
Series:Discussion paper (Deutsche Bundesbank) Series 1: Studies of the Economic Research Centre no. 16/2003
Subjects:
Online Access:http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2003/2003_10_08_dkp_16.pdf?__blob=publicationFile

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