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Publication details

Document type
Conference papers

Document subtype
Extended abstract/Short paper

Title
Adaptive PORT-MVRB VaR estimation

Participants in the publication
Lígia Henriques-Rodrigues (Author)
Maria Ivette Gomes (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
153
Last page
154

Document Identifiers
URL - https://www.researchgate.net/publication/322571521_Adaptive_PORT-MVRB_VaR_estimation


Export

APA
Lígia Henriques-Rodrigues, Maria Ivette Gomes, (2013). Adaptive PORT-MVRB VaR estimation. Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, 153-154

IEEE
Lígia Henriques-Rodrigues, Maria Ivette Gomes, "Adaptive PORT-MVRB VaR estimation" in Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis, Lisboa, Portugal, 2013, pp. 153-154, doi:

BIBTEX
@InProceedings{50384, author = {Lígia Henriques-Rodrigues and Maria Ivette Gomes}, title = {Adaptive PORT-MVRB VaR estimation}, booktitle = {Book of Abstracts—7th Workshop on Statistics, Mathematics and Computation and 5th International Conference on Risk Analysis}, year = 2013, pages = {153-154}, address = {Lisboa, Portugal}, publisher = {INE} }