Exportar referência
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
}