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Publication details

Document type
Conference papers

Document subtype
Abstract

Title
Partially Reduced-Bias Value-at-risk Estimation

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL - Centro de Estatística e Aplicações
Frederico Caeiro (Author)
Fernanda Otília Figueiredo (Author)
Lígia Henriques-Rodrigues (Author)
Dinis Duarte Pestana (Author)

Scope
International

Refereeing
Yes

Date of Publication
2016

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
Book of Abstracts: CFE-CMSTATISTICS 2016

Publication Identifiers

Publisher
CFE and CMStatistics

Edition
CFE and CMStatistics

Number of pages
1
Starting page
110
Last page
110

Document Identifiers
URL - http://cmstatistics.org/CMStatistics2016/docs/BoA%20CFE-CMStatistics%202016.pdf?20161110230105


Export

APA
Maria Ivette Gomes, Frederico Caeiro, Fernanda Otília Figueiredo, Lígia Henriques-Rodrigues, Dinis Duarte Pestana , (2016). Partially Reduced-Bias Value-at-risk Estimation. Book of Abstracts: CFE-CMSTATISTICS 2016, 110-110

IEEE
Maria Ivette Gomes, Frederico Caeiro, Fernanda Otília Figueiredo, Lígia Henriques-Rodrigues, Dinis Duarte Pestana , "Partially Reduced-Bias Value-at-risk Estimation" in Book of Abstracts: CFE-CMSTATISTICS 2016, , 2016, pp. 110-110, doi:

BIBTEX
@InProceedings{50401, author = {Maria Ivette Gomes and Frederico Caeiro and Fernanda Otília Figueiredo and Lígia Henriques-Rodrigues and Dinis Duarte Pestana }, title = {Partially Reduced-Bias Value-at-risk Estimation}, booktitle = {Book of Abstracts: CFE-CMSTATISTICS 2016}, year = 2016, pages = {110-110}, address = {}, publisher = {CFE and CMStatistics} }