Revisiting the Maximum Likelihood Estimation of a Positive Extreme Value Index
Work
Year: 2014
Type: article
Authors Frederico Caeiro, M. Ivette Gomes
Institutions Universidade Nova de Lisboa, University of Lisbon
Cites: 27
Cited by: 10
Related to: 10
FWCI: 1.453
Citation percentile (by year/subfield): 86.85
Subfield: Finance
Domain: Social Sciences
Open Access status: closed