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Publication details

Document type
Book chapters


Title
A Mean-of-Order-p 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
M. Fátima Brilhante (Author)
Dinis Pestana (Author)
Dep. Estatística e Investigação Operacional
CEAUL - Centro de Estatística e Aplicações

Editor(s)
Kitsos, C., Oliveira, T., Rigas, A. and Gulati, S.

Date of Publication
2015

Where published
Springer Proceedings in Mathematics & Statistics,Theory and Practice of Risk Assessment

Publication Identifiers
ISSN - 2194-1009,2194-1017
ISBN - 9783319180281,9783319180298

Address
Switzerland

Publisher
Springer International Publishing

Edition
Springer

Number of pages
15
Starting page
305
Last page
320

Document Identifiers
DOI - https://doi.org/10.1007/978-3-319-18029-8_23
URL - http://dx.doi.org/10.1007/978-3-319-18029-8_23


Export

APA
M. Ivette Gomes, M. Fátima Brilhante, Dinis Pestana, (2015). A Mean-of-Order-p Class of Value-at-Risk Estimators. Springer Proceedings in Mathematics & Statistics,Theory and Practice of Risk Assessment, 305-320

IEEE
M. Ivette Gomes, M. Fátima Brilhante, Dinis Pestana, "A Mean-of-Order-p Class of Value-at-Risk Estimators" in Springer Proceedings in Mathematics & Statistics,Theory and Practice of Risk Assessment, 2015, pp. 305-320

BIBTEX
@incollection{44795, author = {M. Ivette Gomes and M. Fátima Brilhante and Dinis Pestana}, title = {A Mean-of-Order-p Class of Value-at-Risk Estimators}, booktitle = {Springer Proceedings in Mathematics & Statistics,Theory and Practice of Risk Assessment}, year = 2015, pages = {305-320}, address = {Switzerland}, publisher = {Springer International Publishing} }