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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 = {}
}