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Publication details

Document type
Conference papers

Document subtype
Extended abstract/Short paper

Title
A Mean-of-order-p Value-at-Risk Estimator

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

Scope
International

Refereeing
Yes

Editor(s)
Oliveira, M.T., Gomes, M.I., Kitsos, C., Oliveira, A. and Grilo, L.

Date of Publication
2013

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis

Publication Identifiers

Address
Lisboa, Portugal

Publisher
INE

Edition
Universidade Aberta and CEAUL

Number of pages
2
Starting page
145
Last page
146

Document Identifiers
URL - https://www.researchgate.net/publication/322571354_A_Mean-of-order-p_Value-at-Risk_Estimator


Export

APA
Maria Ivette Gomes, Maria de Fátima Brilhante, Dinis Duarte Pestana, (2013). A Mean-of-order-p Value-at-Risk Estimator. Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, 145-146

IEEE
Maria Ivette Gomes, Maria de Fátima Brilhante, Dinis Duarte Pestana, "A Mean-of-order-p Value-at-Risk Estimator" in Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, Lisboa, Portugal, 2013, pp. 145-146, doi:

BIBTEX
@InProceedings{50378, author = {Maria Ivette Gomes and Maria de Fátima Brilhante and Dinis Duarte Pestana}, title = {A Mean-of-order-p Value-at-Risk Estimator}, booktitle = {Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis}, year = 2013, pages = {145-146}, address = {Lisboa, Portugal}, publisher = {INE} }