BIBLIOS

   Ciências References Management System

Visitor Mode (Login)
Need help?


Back

Publication details

Document type
Conference papers

Document subtype
Abstract/Full paper of Invited talk

Title
A quasi-PORT methodology for VaR: second-order reduced-bias estimation

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
Editor(s)
Breidt J.

Date of Publication
2009

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
Graybill VIII/EVA2009

Publication Identifiers

Address
Fort Collins, Colorado, USA

Edition
Colorado State University

Number of pages
1
Starting page
40
Last page
40


Export

APA
Maria Ivette Gomes, (2009). A quasi-PORT methodology for VaR: second-order reduced-bias estimation. Graybill VIII/EVA2009, 40-40

IEEE
Maria Ivette Gomes, "A quasi-PORT methodology for VaR: second-order reduced-bias estimation" in Graybill VIII/EVA2009, Fort Collins, Colorado, USA, 2009, pp. 40-40, doi:

BIBTEX
@InProceedings{10802, author = {Maria Ivette Gomes}, title = {A quasi-PORT methodology for VaR: second-order reduced-bias estimation}, booktitle = {Graybill VIII/EVA2009}, year = 2009, pages = {40-40}, address = {Fort Collins, Colorado, USA}, publisher = {} }