A New Regression-Based Tail Index Estimator
Paulo Rodrigues (Bank of Portugal, Portugal)
- Seminars Econometric Institute
Paulo Rodrigues (Bank of Portugal, Portugal)
Jeffrey Pontiff (Boston College, United States)
Matteo Marsili (Abdus Salam International Centre for Theoretical Physics, Italy)
Nicola Gennaioli (Bocconi University, Italy)
Matti Sarvimäki (Aalto University, Finland)
Dan Benjamin (Cornell University, United States)
James J. Reade (University of Reading, United Kingdom)
Stefan Obernberger (Erasmus University Rotterdam)
Evren Örs (HEC School of Management, France)
Zorka Simon (Tilburg University)
Liyan Yang (University of Toronto, Canada)
Swapnil Singh (University of Amsterdam)
Barbara Petrongolo (Queen Mary University of London, United Kingdom)
Barbara Petrongolo (Queen Mary University of London, United Kingdom) and David Cesarini (New York University, United States)
John Morgan (University of California, Berkeley, United States) and Sander Onderstal (University of Amsterdam)
Darren Kisgen (Boston College, United States)
Bo Hu (VU University Amsterdam)
Rob Hart (Swedish University of Agricultural Sciences, Sweden)
Miriam Wüst (SFI Copenhagen, Denmark)
Vernon Henderson (University of London, United Kingdom)