Exportar referência
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
}