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Article
Title:
A New Regression-Based Tail Index Estimator
Authors:
João Nicolau
(
UECE - ISEG, UTL
,
CEMAPRE - ISEG, UTL
)
Paulo M. M. Rodrigues
(
Bank of Portugal
,
U Nova
)
Journal:
Review of Economics and Statistics
Year:
2019
Volume:
101
Number:
4
Pages:
667-680
JEL codes:
C51 - Model Construction and Estimation
F31 - Foreign Exchange
C43 - Index Numbers and Aggregation
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