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Publication details

Document type
Other

Document subtype
Preprint

Title
A Quasi-PORT Methodology for VaR Based on Second-order Reduced-bias Estimation (Notas e Comunicações CEAUL 05/2010)

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL
Fernanda Figueiredo (Author)
Lígia Henriques-Rodrigues (Author)
Cristina Miranda (Author)

Date of Publication
2010

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Notas e Comunicações CEAUL 05/2010

Publication Identifiers

Address
Lisboa, Portugal

Edition
CEAUL

Number of pages
21


Export

APA
Maria Ivette Gomes, Fernanda Figueiredo, Lígia Henriques-Rodrigues, Cristina Miranda, (2010). A Quasi-PORT Methodology for VaR Based on Second-order Reduced-bias Estimation (Notas e Comunicações CEAUL 05/2010)

IEEE
Maria Ivette Gomes, Fernanda Figueiredo, Lígia Henriques-Rodrigues, Cristina Miranda, "A Quasi-PORT Methodology for VaR Based on Second-order Reduced-bias Estimation (Notas e Comunicações CEAUL 05/2010)", 2010

BIBTEX
@misc{11400, author = {Maria Ivette Gomes and Fernanda Figueiredo and Lígia Henriques-Rodrigues and Cristina Miranda}, title = {A Quasi-PORT Methodology for VaR Based on Second-order Reduced-bias Estimation (Notas e Comunicações CEAUL 05/2010)}, year = 2010 }