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Publication details

Document type
Book chapters


Title
Adaptive Choice of Optimal Threshold in EVA

Participants in the publication
Frederico Caeiro (Author)
Maria Ivette Gomes (Author)

Date of Publication
2015

Where published
Extreme Value Modeling and Risk Analysis

Publication Identifiers
ISBN - ISBN 9781498701297

Publisher
Chapman-Hall/CRC

Edition
1st

Starting page
69
Last page
87

Document Identifiers
URL - https://www.crcpress.com/extreme-value-modeling-and-risk-analysis-methods-and-applications/yan-dey/9781498701297


Export

APA
Frederico Caeiro, Maria Ivette Gomes, (2015). Adaptive Choice of Optimal Threshold in EVA. Extreme Value Modeling and Risk Analysis, 69-87

IEEE
Frederico Caeiro, Maria Ivette Gomes, "Adaptive Choice of Optimal Threshold in EVA" in Extreme Value Modeling and Risk Analysis, 2015, pp. 69-87

BIBTEX
@incollection{12221, author = {Frederico Caeiro and Maria Ivette Gomes}, title = {Adaptive Choice of Optimal Threshold in EVA}, booktitle = {Extreme Value Modeling and Risk Analysis}, year = 2015, pages = {69-87}, address = {}, publisher = {Chapman-Hall/CRC} }