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Quantile estimation for the generalized pareto distribution..:
Jockovic, Jelena
Yugoslav Journal of Operations Research; YUJOR. 22 (2012) 2 - p. 297-311 , 2012
Link:
https://doi.org/10.2298/yjor110308013j
RT Journal T1 <Title>Quantile estimation for the generalized pareto distribution with application to finance</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.2298_yjor110308013j&Exemplar=1&LAN=DE A1 Jockovic, Jelena PB National Library of Serbia YR 2012 SN 0354-0243 SN 1820-743X JF Yugoslav Journal of Operations Research; YUJOR VO 22 IS 2 SP 297 OP 311 LK http://dx.doi.org/https://doi.org/10.2298/yjor110308013j DO https://doi.org/10.2298/yjor110308013j SF ELIB - SuUB Bremen
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