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Matches in SemOpenAlex for { <https://semopenalex.org/work/W1986916355> ?p ?o ?g. }

• W1986916355 abstract "Abstract In this paper, we consider the estimation of the tail indices of distributions in the domain of attraction of stable laws. We follow the approach of Meerschaert and Scheffler (1999) , which requires exclusively the spectral decomposition of the uncentered sample moment matrix containing the moments of a collection of time series. The technique is applied successfully to ten major currencies, using daily data over the period 1996–2012." @default.
• W1986916355 created "2016-06-24" @default.
• W1986916355 creator A5076100668 @default.
• W1986916355 date "2012-11-01" @default.
• W1986916355 modified "2023-09-27" @default.
• W1986916355 title "Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates" @default.
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• W1986916355 doi "https://doi.org/10.1016/j.spl.2012.06.030" @default.
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