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An empirical re-examination of extreme tail behavior: testing the assumptions of the power laws and the generalized Pareto distribution on the financial series

An empirical re-examination of extreme tail behavior: testing the assumptions of the power laws and the generalized Pareto distribution on the financial series

Liu, Wei-Han

期刊名称Applied Economics
作者Liu, Wei-Han
印刷ISSN0003-6846
电子ISSN1466-4283
文件大小2118.38KB
发表时间2019-03-04
DOI10.1080/00036846.2019.1574968
页码1-15

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