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Publication details

Document type
Conference papers

Document subtype
Abstract/Full paper of Invited talk

Title
Mean-of-order-p Value-at-Risk Estimation: a Monte-Carlo Comparison

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

Scope
International

Refereeing
Yes

Date of Publication
2018

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
V Workshop on Computational Data Analysis and Numerical Methods: Book of Abstracts

Publication Identifiers

Publisher
ESTG-IPP

Edition
ESTG

Number of pages
3
Starting page
70
Last page
72

Document Identifiers
URL - http://www.wcdanm-ipporto18.uevora.pt/wp-content/uploads/2018/05/Book_of_Abstracts.pdf#page=118


Export

APA
Maria Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, Lígia Henriques-Rodrigues, Dinis Pestana, (2018). Mean-of-order-p Value-at-Risk Estimation: a Monte-Carlo Comparison. V Workshop on Computational Data Analysis and Numerical Methods: Book of Abstracts, 70-72

IEEE
Maria Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, Lígia Henriques-Rodrigues, Dinis Pestana, "Mean-of-order-p Value-at-Risk Estimation: a Monte-Carlo Comparison" in V Workshop on Computational Data Analysis and Numerical Methods: Book of Abstracts, , 2018, pp. 70-72, doi:

BIBTEX
@InProceedings{46474, author = {Maria Ivette Gomes and Frederico Caeiro and Fernanda Figueiredo and Lígia Henriques-Rodrigues and Dinis Pestana}, title = {Mean-of-order-p Value-at-Risk Estimation: a Monte-Carlo Comparison}, booktitle = {V Workshop on Computational Data Analysis and Numerical Methods: Book of Abstracts}, year = 2018, pages = {70-72}, address = {}, publisher = {ESTG-IPP} }