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POST
/
quantlib
/
risk
/
evt
/
hill
Hill Estimator for Tail Index
curl --request POST \
  --url https://api.fincept.in/quantlib/risk/evt/hill \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "data": [
    -0.02,
    -0.06,
    -0.04,
    -0.09,
    -0.03,
    -0.11,
    -0.05,
    -0.08
  ]
}
'
{
  "success": true,
  "data": {
    "xi": 0.28,
    "standard_error": 0.045
  }
}

Authorizations

​
X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
​
data
number[]
required

Loss or return data for tail analysis

Minimum array length: 100
Example:
[-0.02, -0.06, -0.04, -0.09]

Response

Hill estimator results

​
success
boolean
Example:

true

​
data
object