...least squares tail index estimation-风险价值分析和最小二乘尾部指数估计-知来论文发表中心 Keywords: tail index estimation, Value-at-Risk, Hill estimator, least squares JEL Codes: C13, C14, G28 Samenvat[gap=264]关键词：尾部指数估计，风险价值，...
Theestimationoftailindex for regularvariation heavy-tailed distributions aroused our concern, many scholars proposed severalmethods, butall of them have some disadvantages.