Exportar referência
APA
P. Araújo Santos, M.I. Fraga Alves, (2013). Forecasting Value-at-Risk with a duration-based POT method. MATHEMATICS AND COMPUTERS IN SIMULATION, 94, 295-309. ISSN 0378-4754. eISSN .
IEEE
P. Araújo Santos, M.I. Fraga Alves, "Forecasting Value-at-Risk with a duration-based POT method" in MATHEMATICS AND COMPUTERS IN SIMULATION, vol. 94, pp. 295-309, 2013.
10.1016/j.matcom.2012.07.016
BIBTEX
@article{11796,
author = {P. Araújo Santos and M.I. Fraga Alves},
title = {Forecasting Value-at-Risk with a duration-based POT method},
journal = {MATHEMATICS AND COMPUTERS IN SIMULATION},
year = 2013,
pages = {295-309},
volume = 94
}