Use Hill's estimator and the data d-csco9808.txt to estimate the tail index for daily (log) returns of

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Use Hill's estimator and the data d-csco9808.txt to estimate the tail index for daily $\log$ returns of Cisco stock.

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Analysis Of Financial Time Series

ISBN: 9780470414354

3rd Edition

Authors: Ruey S. Tsay

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Question Posted: May 07, 2024 12:00 PM

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Use Hill's estimator and the data d-csco9808.txt to estimate the tail index for daily (log) returns of

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Analysis Of Financial Time Series

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