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Publication details

Document type
Book chapters


Title
A Partially Reduced-Bias Value-at-Risk Estimation Procedure

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

Scope
International

Editor(s)
Filius, L., Oliveira, T. & Skiadas, C.H.

Date of Publication
2015

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Stochastic Modeling, Data Analysis and Statistical Applications

Publication Identifiers

Edition
ISAST editions

Number of pages
11
Starting page
409
Last page
419

Document Identifiers
URL - http://www.smtda.net/smtdabooks/smtda2014book2.html


Export

APA
M. Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, (2015). A Partially Reduced-Bias Value-at-Risk Estimation Procedure. Stochastic Modeling, Data Analysis and Statistical Applications, 409-419

IEEE
M. Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, "A Partially Reduced-Bias Value-at-Risk Estimation Procedure" in Stochastic Modeling, Data Analysis and Statistical Applications, 2015, pp. 409-419

BIBTEX
@incollection{46490, author = {M. Ivette Gomes and Frederico Caeiro and Fernanda Figueiredo}, title = {A Partially Reduced-Bias Value-at-Risk Estimation Procedure}, booktitle = {Stochastic Modeling, Data Analysis and Statistical Applications}, year = 2015, pages = {409-419}, address = {}, publisher = {} }