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Publication details

Document type
Other

Document subtype
Preprint

Title
Reduced-Bias and Partially Reduced-Bias Mean-of-order-p Value-at-Risk Estimation: a Monte-Carlo Comparison and an Application

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Frederico Caeiro (Author)
Fernanda Figueiredo (Author)
Lígia Henriques-Rodrigues (Author)
Dinis Pestana (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
Date of Publication
2018-05

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
ResearchGate preprint, submitted to journal

Publication Identifiers

Document Identifiers
URL - https://doi.org/10.13140/RG.2.2.16119.88480


Export

APA
Maria Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, Lígia Henriques-Rodrigues, Dinis Pestana, (2018). Reduced-Bias and Partially Reduced-Bias Mean-of-order-p Value-at-Risk Estimation: a Monte-Carlo Comparison and an Application

IEEE
Maria Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, Lígia Henriques-Rodrigues, Dinis Pestana, "Reduced-Bias and Partially Reduced-Bias Mean-of-order-p Value-at-Risk Estimation: a Monte-Carlo Comparison and an Application", 2018

BIBTEX
@misc{47137, author = {Maria Ivette Gomes and Frederico Caeiro and Fernanda Figueiredo and Lígia Henriques-Rodrigues and Dinis Pestana}, title = {Reduced-Bias and Partially Reduced-Bias Mean-of-order-p Value-at-Risk Estimation: a Monte-Carlo Comparison and an Application}, year = 2018 }