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Publication details

Document type
Academic documents

Document subtype
PhD thesis

Title
Excesses, durations and forecasting value-at-risk

Participants in the publication
Santos, Paulo José Araújo dos (Author)
CEAUL
 Alves, Maria Isabel Fraga (Adviser)
Dep. Estatística e Investigação Operacional
 CEAUL
Date of Submisson/Request
2011
Date of Publication
2011

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Publication Identifiers

Document Identifiers
URL - https://repositorio.ul.pt/handle/10451/4126


Export

APA
Santos, Paulo José Araújo dos , (2011). Excesses, durations and forecasting value-at-risk. https://repositorio.ul.pt/handle/10451/4126 Alves, Maria Isabel Fraga,

IEEE
Santos, Paulo José Araújo dos , "Excesses, durations and forecasting value-at-risk", 2011.

BIBTEX
@PhdThesis{11469, author = {Santos, Paulo José Araújo dos }, title = {Excesses, durations and forecasting value-at-risk}, school = {FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA}, year = {2011}, OPTtype = {Documentos Académicos} }