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Publication details

Document type
Conference papers

Document subtype
Abstract/Full paper of Invited talk

Title
PORT VALUE-AT-RISK ESTIMATION THROUGH GENERALIZED MEANS

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

Date of Publication
2017

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
Proceedings of the International Statistical Institute Regional Statistics Conference

Publication Identifiers

Address
Bali, Indonesia

Publisher
ISI

Edition
ISI

Number of pages
7

Document Identifiers
URL - https://isi-rsc2017.org/Portal/Proceeding/IPS/ISIRSC2017_IPS19_S1_P_Gomes.pdf


Export

APA
M. Ivette Gomes, Fernanda Figueiredo, Ligia Henriques-Rodrigues, (2017). PORT VALUE-AT-RISK ESTIMATION THROUGH GENERALIZED MEANS. Proceedings of the International Statistical Institute Regional Statistics Conference, -

IEEE
M. Ivette Gomes, Fernanda Figueiredo, Ligia Henriques-Rodrigues, "PORT VALUE-AT-RISK ESTIMATION THROUGH GENERALIZED MEANS" in Proceedings of the International Statistical Institute Regional Statistics Conference, Bali, Indonesia, 2017, pp. -, doi:

BIBTEX
@InProceedings{46478, author = {M. Ivette Gomes and Fernanda Figueiredo and Ligia Henriques-Rodrigues}, title = {PORT VALUE-AT-RISK ESTIMATION THROUGH GENERALIZED MEANS}, booktitle = {Proceedings of the International Statistical Institute Regional Statistics Conference}, year = 2017, pages = {-}, address = {Bali, Indonesia}, publisher = {ISI} }