@article{publication-4499, author={Mittnik, Stefan and Paolella, Marc S and Rachev, Svetlozar T}, doi={10.1080/03610929808832156}, issn={0361-0926}, journal={Communications in Statistics. Theory and Methods}, number=5, pages={1239-1262}, publisher={Taylor & Francis}, title={A tail estimator for the index of the stable paretian distribution}, volume=27, year=1998, }