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Publication details

Document type
Conference papers

Document subtype
Abstract/Full paper of Invited talk

Title
Generalized means and peaks over random thresholds value-at-risk estimation

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

Scope
International

Refereeing
Yes

Editor(s)
T. Oliveira, A. Oliveira, L.M. Grilo, F. Carapau, C. Dias and C. Santos

Date of Publication
2017

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
Satellite Meeting ISI-Committee on Risk Analysis and 11th Workshop on Statistics, Mathematics and Computation—Book of Abstracts

Publication Identifiers

Address
Portalegre, Portugal

Publisher
IPP

Edition
IPP

Number of pages
2
Starting page
14
Last page
15

Document Identifiers
URL - http://docs.wixstatic.com/ugd/447163_34944418a6764797ac9d52e278865e41.pdf#page=44


Export

APA
M. Ivette Gomes, Fernanda Figueiredo, Ligia Henriques-Rodrigues, (2017). Generalized means and peaks over random thresholds value-at-risk estimation. Satellite Meeting ISI-Committee on Risk Analysis and 11th Workshop on Statistics, Mathematics and Computation—Book of Abstracts, 14-15

IEEE
M. Ivette Gomes, Fernanda Figueiredo, Ligia Henriques-Rodrigues, "Generalized means and peaks over random thresholds value-at-risk estimation" in Satellite Meeting ISI-Committee on Risk Analysis and 11th Workshop on Statistics, Mathematics and Computation—Book of Abstracts, Portalegre, Portugal, 2017, pp. 14-15, doi:

BIBTEX
@InProceedings{46326, author = {M. Ivette Gomes and Fernanda Figueiredo and Ligia Henriques-Rodrigues}, title = {Generalized means and peaks over random thresholds value-at-risk estimation}, booktitle = {Satellite Meeting ISI-Committee on Risk Analysis and 11th Workshop on Statistics, Mathematics and Computation—Book of Abstracts}, year = 2017, pages = {14-15}, address = {Portalegre, Portugal}, publisher = {IPP} }