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for the working paper

Tail index estimation: quantile driven threshold selection
Jon Danielsson, Lerby M. Ergun, Laurens de Haan and Casper de Vries
LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library
Read abstract and download full text files (if available) at EconPapers

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Access Statistics for the working paper
Month Downloads Abstract Views 
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Statistics updated 2024-12-04