Mandelbrot's Extremism

J. Beirlant, W. Schoutens and J.J.J. Segers
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J.J.J. Segers: Tilburg University, Center For Economic Research

No 2004-125, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: exceedances; extreme value theory; heavy tails; maxima (search for similar items in EconPapers)
Date: 2004
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