On the power of generalized extreme value (GEV) and generalized Pareto distribution (GPD) estimators for empirical distributions of stock returns

✍ Scribed by Malevergne, Y.; Pisarenko, V.; Sornette, D.

• Book ID: 118152163
• Publisher: Taylor and Francis Group
• Year: 2006
• Tongue: English
• Weight: 473 KB
• Volume: 16
• Category: Article
• ISSN: 0960-3107
• DOI: 10.1080/09603100500391008