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
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