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Contribution Details

Type Journal Article
Scope Contributions to practice
Title A tail estimator for the index of the stable paretian distribution
Organization Unit
Authors
  • Stefan Mittnik
  • Marc Paolella
  • Svetlozar T Rachev
Item Subtype Original Work
Refereed Yes
Status Published in final form
Language
  • English
Journal Title Communications in Statistics. Theory and Methods
Publisher Taylor & Francis
Geographical Reach international
ISSN 0361-0926
Volume 27
Number 5
Page Range 1239 - 1262
Date 1998
Official URL http://www.tandfonline.com/doi/abs/10.1080/03610929808832156#.U9ZJzbG4QrM
Digital Object Identifier 10.1080/03610929808832156
Other Identification Number merlin-id:4499
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