2020-11-13
A Less Biased Tail Index Estimator for Improving Performance of a Systematic Risk Estimator under Extremely Adverse Market Conditions
Publication
Publication
| Additional Metadata | |
|---|---|
| Zhou, C. | |
| hdl.handle.net/2105/53517 | |
| Econometrie | |
| Organisation | Erasmus School of Economics |
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Achterberg, J.L. (2020, November 13). A Less Biased Tail Index Estimator for Improving Performance of a Systematic Risk Estimator under Extremely Adverse Market Conditions. Econometrie. Retrieved from http://hdl.handle.net/2105/53517 |
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