Application of the Heavy-tailed Estimation in Financial Data
There exist many marginal distributions of high frequency time series data in the Heavy-tailed distribution which stores a great deal of information in its tail. Based on the Hill’s estimator which is the classic in the Heavy-tailed index, the AvHill’s estimator is proposed and AvHill’s estimator su...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | zho |
| Published: |
Harbin University of Science and Technology Publications
2019-04-01
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| Series: | Journal of Harbin University of Science and Technology |
| Subjects: | |
| Online Access: | https://hlgxb.hrbust.edu.cn/#/digest?ArticleID=1665 |
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