Measuring Tail Thickness to Estimate the Stable Index α: A Critique

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Published in:Journal of business & economic statistics 1997-01, Vol.15 (1), p.74
Main Author: McCulloch, J. Huston
Format: Article
Language:English
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source JSTOR Archival Journals and Primary Sources Collection; ABI/INFORM Global; Taylor and Francis Science and Technology Collection
title Measuring Tail Thickness to Estimate the Stable Index α: A Critique
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