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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables

Participants in the publication
Araújo Santos, P. (Author)
Fraga Alves M.I. and Hammoudeh, S.. (Author)
Dep. Estatística e Investigação Operacional
CEAUL - Centro de Estatística e Aplicações

Scope
International

Refereeing
Yes

Date of Publication
2013

Where published
THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

Publication Identifiers
ISSN - 1062-9408

Volume
26

Starting page
487
Last page
496


Export

APA
Araújo Santos, P., Fraga Alves M.I. and Hammoudeh, S.., (2013). High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables. THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 26, 487-496. ISSN 1062-9408. eISSN .

IEEE
Araújo Santos, P., Fraga Alves M.I. and Hammoudeh, S.., "High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables" in THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, vol. 26, pp. 487-496, 2013.

BIBTEX
@article{11797, author = {Araújo Santos, P. and Fraga Alves M.I. and Hammoudeh, S..}, title = {High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables}, journal = {THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE}, year = 2013, pages = {487-496}, volume = 26 }