7Nader Tajvidi. Confidence Intervals and Accuracy Estimation for Heavy-Tailed Generalized Pareto Distributions[J] 2003,Extremes(2):111～123
二级参考文献38
11，Mandelbrot B.The Variation of Certain Speculative Prices.Journal of Business,1963,36:394～419
22，Mandelbrot B.New Methods in Statistical Economics.Journal of Political Economy,1963,71:421～440
33，Jansen D W,de Vries,C G.On the Frequency of Large Stock Returns:Putting Booms and Busts into Perspective.The Review of Economics and Statistics,1991,Ⅹ Ⅹ Ⅲ(1):18～24
44，Mittnik S,Rachev S T.Modelling Asset Returns with Alternative Stable Distributions.Econometric Rev.1993,12(3):261～330
55，DuMouchel W H.Estimating the Stable Index α in Order to Measure Tail Thichness:A Critique.Ann Statist,1983,11:1019～1031
66，Balkema A A,de Haan L.Residual Life Time at Great Age.Ann Probab,1974,2:792～804
77，Pickands J.Statistical Inference Using Extreme Value Order Statistics.Ann Statist,1975,3:119～131
88，Hill B M.A Simple General Approach to Inference about the Tail of A Distribution.1975,3:1163～1173
99，Dekkers A L M,Einmahl J H J,de Hann L.A Moment Estimator for the Index of An Extreme-Value Distribution.Ann Statist,1989,17:1833～1855
1010，Campbell J Y,Lo A W,Mackinlay A C.The Econometrics of Financial Markets. Princeton:Prieceton University Press,Birkhauser,1997
