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Publication details

Document type
Other

Document subtype
Preprint

Title
Value-at-risk estimation based on generalized means and peaks over random thresholds

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL - Centro de Estatística e Aplicações

Date of Publication
2017-07

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
ResearchGate Preprint associated with a plenary talk at The Satellite Meeting ISI-CRA and WSMC11, July 10-12, 2017, Lisboa and Portalegre, Portugal

Publication Identifiers

Document Identifiers
URL - https://doi.org/10.13140/RG.2.2.12255.82083


Export

APA
Maria Ivette Gomes, (2017). Value-at-risk estimation based on generalized means and peaks over random thresholds

IEEE
Maria Ivette Gomes, "Value-at-risk estimation based on generalized means and peaks over random thresholds", 2017

BIBTEX
@misc{47141, author = {Maria Ivette Gomes}, title = {Value-at-risk estimation based on generalized means and peaks over random thresholds}, year = 2017 }