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Publication details

Document type
Book chapters


Title
Bootstrap Methods in Statistics of Extremes

Participants in the publication
M. Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Frederico Caeiro (Author)
L. Henriques-Rodrigues (Author)
B.G. Manjunath (Author)

Editor(s)
F. Longin

Date of Publication
2016

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications

Publication Identifiers

Address
Hoboken, New Jersey

Publisher
Wiley

Edition
Wiley

Number of pages
21
Starting page
117
Last page
138

Document Identifiers
URL - http://eu.wiley.com/WileyCDA/WileyTitle/productCd-1118650190.html#


Export

APA
M. Ivette Gomes, Frederico Caeiro, L. Henriques-Rodrigues, B.G. Manjunath, (2016). Bootstrap Methods in Statistics of Extremes. Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications, 117-138

IEEE
M. Ivette Gomes, Frederico Caeiro, L. Henriques-Rodrigues, B.G. Manjunath, "Bootstrap Methods in Statistics of Extremes" in Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications, 2016, pp. 117-138

BIBTEX
@incollection{46486, author = {M. Ivette Gomes and Frederico Caeiro and L. Henriques-Rodrigues and B.G. Manjunath}, title = {Bootstrap Methods in Statistics of Extremes}, booktitle = {Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications}, year = 2016, pages = {117-138}, address = {Hoboken, New Jersey}, publisher = {Wiley} }