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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Corrected-Hill versus partially reduced-bias value-at-risk estimation

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)
Lgia Henriques-Rodrigues (Author)
Dinis Pestana (Author)
Dep. Estatística e Investigação Operacional
CEAUL - Centro de Estatística e Aplicações

Scope
International

Refereeing
Yes

Date of Publication
2019-01-22

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Communications in Statistics - Simulation and Computation

Publication Identifiers
ISSN - 0361-0918,1532-4141

Publisher
Informa UK Limited

Volume
49
Number
4

Number of pages
18
Starting page
867
Last page
885

Document Identifiers
DOI - https://doi.org/10.1080/03610918.2018.1489053
URL - http://dx.doi.org/10.1080/03610918.2018.1489053


Export

APA
M. Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, Lgia Henriques-Rodrigues, Dinis Pestana, (2019). Corrected-Hill versus partially reduced-bias value-at-risk estimation. Communications in Statistics - Simulation and Computation, 49, 867-885. ISSN 0361-0918,1532-4141. eISSN . http://dx.doi.org/10.1080/03610918.2018.1489053

IEEE
M. Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, Lgia Henriques-Rodrigues, Dinis Pestana, "Corrected-Hill versus partially reduced-bias value-at-risk estimation" in Communications in Statistics - Simulation and Computation, vol. 49, pp. 867-885, 2019. 10.1080/03610918.2018.1489053

BIBTEX
@article{44818, author = {M. Ivette Gomes and Frederico Caeiro and Fernanda Figueiredo and Lgia Henriques-Rodrigues and Dinis Pestana}, title = {Corrected-Hill versus partially reduced-bias value-at-risk estimation}, journal = {Communications in Statistics - Simulation and Computation}, year = 2019, pages = {867-885}, volume = 49 }