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Publication details

Document type
Conference papers

Document subtype
Abstract/Full paper of Invited talk

Title
Adaptive reduced-bias tail index and value-at-risk estimation

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Sandra Mendonça (Author)
Dinis Pestana (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
Editor(s)
L. Sakalauskas, C. Skiadas & E.K. Zavadskas

Date of Publication
2009

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
ASMDA 2009, XIIIth International Conference Applied Stochastic Models and Data Analysis

Publication Identifiers
ISBN - ISBN: 9789955284635

Address
Vilnius, Lituânia

Edition
IMI & VGTU

Number of pages
4
Starting page
41
Last page
44


Export

APA
Maria Ivette Gomes, Sandra Mendonça, Dinis Pestana, (2009). Adaptive reduced-bias tail index and value-at-risk estimation. ASMDA 2009, XIIIth International Conference Applied Stochastic Models and Data Analysis, 41-44

IEEE
Maria Ivette Gomes, Sandra Mendonça, Dinis Pestana, "Adaptive reduced-bias tail index and value-at-risk estimation" in ASMDA 2009, XIIIth International Conference Applied Stochastic Models and Data Analysis, Vilnius, Lituânia, 2009, pp. 41-44, doi:

BIBTEX
@InProceedings{10804, author = {Maria Ivette Gomes and Sandra Mendonça and Dinis Pestana}, title = {Adaptive reduced-bias tail index and value-at-risk estimation}, booktitle = {ASMDA 2009, XIIIth International Conference Applied Stochastic Models and Data Analysis}, year = 2009, pages = {41-44}, address = {Vilnius, Lituânia}, publisher = {} }