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Publication details

Document type
Conference papers

Document subtype
Full paper

Title
A Partially Reduced Bias Class of Value-at-Risk Estimators

Participants in the publication
M. Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL - Centro de Estatística e Aplicações
Frederico Caeiro (Author)
Fernanda Figueiredo (Author)
Dinis Pestana (Author)
Dep. Estatística e Investigação Operacional
CEAUL - Centro de Estatística e Aplicações

Scope
International

Refereeing
Yes

Date of Publication
2015

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
60th World Statistics Congress – ISI2015

Publication Identifiers
ISBN - ISBN 9789073592353

Address
Rio Janeiro

Number of pages
6
Starting page
2055
Last page
2060

Document Identifiers
URL - http://www.isi2015.org/components/com_users/views/registration/tmpl/media/uploadedFiles/paper/373/2055/ivette_gomez.pdf


Export

APA
M. Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, Dinis Pestana, (2015). A Partially Reduced Bias Class of Value-at-Risk Estimators. 60th World Statistics Congress – ISI2015, 2055-2060

IEEE
M. Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, Dinis Pestana, "A Partially Reduced Bias Class of Value-at-Risk Estimators" in 60th World Statistics Congress – ISI2015, Rio Janeiro, 2015, pp. 2055-2060, doi:

BIBTEX
@InProceedings{12199, author = {M. Ivette Gomes and Frederico Caeiro and Fernanda Figueiredo and Dinis Pestana}, title = {A Partially Reduced Bias Class of Value-at-Risk Estimators}, booktitle = {60th World Statistics Congress – ISI2015}, year = 2015, pages = {2055-2060}, address = {Rio Janeiro}, publisher = {} }