Exportar referência
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.
10.1016/j.najef.2013.02.017
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
}