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Publication details

Document type
Conference papers

Document subtype
Full paper

Title
Mean-of-order-p reduced-bias value-at-risk estimation: a small-scale Monte-Carlo study

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Dinis Pestana (Author)

Editor(s)
ISI

Date of Publication
2017-07

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
Proceedings of the 61st International Statistical Institute World Statistics Congress, ISI2017, International Statistical Institute

Publication Identifiers

Address
The Hague, The Netherlands

Number of pages
6

Document Identifiers
URL - https://www.researchgate.net/publication/320931646_Mean-of-order-p_reduced-bias_value-at-risk_estimation_a_small-scale_Monte-Carlo_study


Export

APA
Maria Ivette Gomes, Dinis Pestana, (2017). Mean-of-order-p reduced-bias value-at-risk estimation: a small-scale Monte-Carlo study. Proceedings of the 61st International Statistical Institute World Statistics Congress, ISI2017, International Statistical Institute, -

IEEE
Maria Ivette Gomes, Dinis Pestana, "Mean-of-order-p reduced-bias value-at-risk estimation: a small-scale Monte-Carlo study" in Proceedings of the 61st International Statistical Institute World Statistics Congress, ISI2017, International Statistical Institute, The Hague, The Netherlands, 2017, pp. -, doi:

BIBTEX
@InProceedings{47150, author = {Maria Ivette Gomes and Dinis Pestana}, title = {Mean-of-order-p reduced-bias value-at-risk estimation: a small-scale Monte-Carlo study}, booktitle = {Proceedings of the 61st International Statistical Institute World Statistics Congress, ISI2017, International Statistical Institute}, year = 2017, pages = {-}, address = {The Hague, The Netherlands}, publisher = {} }