Exportar referência
APA
Fernanda Figueiredo, M. Ivette Gomes, Lígia Henriques-Rodrigues, M. Cristina Miranda, (2012). A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 82, 587-602. ISSN 0094-9655. eISSN .
IEEE
Fernanda Figueiredo, M. Ivette Gomes, Lígia Henriques-Rodrigues, M. Cristina Miranda, "A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation" in JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, vol. 82, pp. 587-602, 2012.
10.1080/00949655.2010.547196
BIBTEX
@article{11436,
author = {Fernanda Figueiredo and M. Ivette Gomes and Lígia Henriques-Rodrigues and M. Cristina Miranda},
title = {A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation},
journal = {JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION},
year = 2012,
pages = {587-602},
volume = 82
}