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Publication details

Document type
Conference papers

Document subtype
Full paper

Title
Empirical Tail Index and VaR Analysis

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL
Ligia Henriques-Rodrigues (Author)
Clara Viseu (Author)

Editor(s)
Mínguez, R. et al.

Date of Publication
2006

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
International Conference on Mathematical and Statistical Modeling in Honor of Enrique Castillo

Publication Identifiers

Address
Ciudad Real, Espanha

Number of pages
21


Export

APA
Maria Ivette Gomes, Ligia Henriques-Rodrigues, Clara Viseu, (2006). Empirical Tail Index and VaR Analysis. International Conference on Mathematical and Statistical Modeling in Honor of Enrique Castillo, -

IEEE
Maria Ivette Gomes, Ligia Henriques-Rodrigues, Clara Viseu, "Empirical Tail Index and VaR Analysis" in International Conference on Mathematical and Statistical Modeling in Honor of Enrique Castillo, Ciudad Real, Espanha, 2006, pp. -, doi:

BIBTEX
@InProceedings{10708, author = {Maria Ivette Gomes and Ligia Henriques-Rodrigues and Clara Viseu}, title = {Empirical Tail Index and VaR Analysis}, booktitle = {International Conference on Mathematical and Statistical Modeling in Honor of Enrique Castillo}, year = 2006, pages = {-}, address = {Ciudad Real, Espanha}, publisher = {} }