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Publication details

Document type
Book chapters


Title
Adaptive Reduced Bias Estimation of Financial Log-Returns

Participants in the publication
Figueiredo, F. (Author)
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 M. Manuela Neves (Author)

Editor(s)
Fraga Alves, M.I., Gomes, M.I., de Haan, L. and Neves, C.

Date of Publication
2011

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Risk & Extreme Values in Insurance and Finance: Book of Abstracts

Publication Identifiers

Address
Lisboa

Publisher
CEAUL

Edition
CEAUL

Number of pages
4
Starting page
43
Last page
46

Document Identifiers
URL - https://www.researchgate.net/profile/Maria_Gomes17/publication/296694287_ADAPTIVE_REDUCED_BIAS_INVARIANT_ESTIMATION_OF_A_HEAVY_RIGHT_TAIL_AN_APPLICATION_TO_FINANCIAL_LOG-RETURNS/links/56d85e6108aee1aa5f7e2aa0.pdf


Export

APA
Figueiredo, F., Maria Ivette Gomes, M. Manuela Neves, (2011). Adaptive Reduced Bias Estimation of Financial Log-Returns. Risk & Extreme Values in Insurance and Finance: Book of Abstracts, 43-46

IEEE
Figueiredo, F., Maria Ivette Gomes, M. Manuela Neves, "Adaptive Reduced Bias Estimation of Financial Log-Returns" in Risk & Extreme Values in Insurance and Finance: Book of Abstracts, 2011, pp. 43-46

BIBTEX
@incollection{11570, author = {Figueiredo, F. and Maria Ivette Gomes and M. Manuela Neves}, title = {Adaptive Reduced Bias Estimation of Financial Log-Returns}, booktitle = {Risk & Extreme Values in Insurance and Finance: Book of Abstracts}, year = 2011, pages = {43-46}, address = {Lisboa}, publisher = {CEAUL} }