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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Value-at-risk estimation and the PORT mean-of-order-p methodology

Participants in the publication
Fernanda Figueiredo (Author)
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL - Centro de Estatística e Aplicações
Lígia Henriques-Rodrigues (Author)

Scope
International

Refereeing
Yes

Date of Acceptance
2016
Date of Publication
2017

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
REVSTAT—Statistical Journal

Publication Identifiers

Address
Lisbon, Portugal

Publisher
INE

Volume
15
Number
2

Number of pages
18
Starting page
187
Last page
204

Document Identifiers
URL - https://www.ine.pt/revstat/pdf/rs170202.pdf


Export

APA
Fernanda Figueiredo, Maria Ivette Gomes, Lígia Henriques-Rodrigues, (2017). Value-at-risk estimation and the PORT mean-of-order-p methodology. REVSTAT—Statistical Journal, 15, 187-204. https://www.ine.pt/revstat/pdf/rs170202.pdf

IEEE
Fernanda Figueiredo, Maria Ivette Gomes, Lígia Henriques-Rodrigues, "Value-at-risk estimation and the PORT mean-of-order-p methodology" in REVSTAT—Statistical Journal, vol. 15, pp. 187-204, 2017.

BIBTEX
@article{45381, author = {Fernanda Figueiredo and Maria Ivette Gomes and Lígia Henriques-Rodrigues}, title = {Value-at-risk estimation and the PORT mean-of-order-p methodology}, journal = {REVSTAT—Statistical Journal}, year = 2017, pages = {187-204}, volume = 15 }