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APA
M. Ivette Gomes, Sandra Mendonça, Dinis Pestana, (2011). Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology. Communications in Statistics - Theory and Methods, 40, 2946-2968. ISSN 0361-0926,1532-415X. eISSN . http://dx.doi.org/10.1080/03610926.2011.562782
IEEE
M. Ivette Gomes, Sandra Mendonça, Dinis Pestana, "Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology" in Communications in Statistics - Theory and Methods, vol. 40, pp. 2946-2968, 2011.
10.1080/03610926.2011.562782
BIBTEX
@article{44874,
author = {M. Ivette Gomes and Sandra Mendonça and Dinis Pestana},
title = {Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology},
journal = {Communications in Statistics - Theory and Methods},
year = 2011,
pages = {2946-2968},
volume = 40
}