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Publication details

Document type
Book chapters


Title
Adaptive reduced bias invariant estimation of a heavy right tail: an application to financial log-returns

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL
Lígia Henriques-Rodrigues (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
55
Last page
58

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
Maria Ivette Gomes, Lígia Henriques-Rodrigues, (2011). Adaptive reduced bias invariant estimation of a heavy right tail: an application to financial log-returns. Risk & Extreme Values in Insurance and Finance: Book of Abstracts, 55-58

IEEE
Maria Ivette Gomes, Lígia Henriques-Rodrigues, "Adaptive reduced bias invariant estimation of a heavy right tail: an application to financial log-returns" in Risk & Extreme Values in Insurance and Finance: Book of Abstracts, 2011, pp. 55-58

BIBTEX
@incollection{11581, author = {Maria Ivette Gomes and Lígia Henriques-Rodrigues}, title = {Adaptive reduced bias invariant estimation of a heavy right tail: an application to financial log-returns}, booktitle = {Risk & Extreme Values in Insurance and Finance: Book of Abstracts}, year = 2011, pages = {55-58}, address = {Lisboa}, publisher = {CEAUL} }