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Detalhes Referência

Tipo
Artigos em Conferência

Tipo de Documento
Artigo Completo

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

Participantes na publicação
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL
Dinis Pestana (Author)

Editor
ISI

Data de Publicação
2017-07

Instituição
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

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

Identificadores da Publicação

Local
The Hague, The Netherlands

Número de Páginas
6

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


Exportar referência

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 = {} }