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Publication details

Document type
Book chapters


Title
An empirical tail index and VaR analysis

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

Editor(s)
Fraga Alves, MI and Gomes MI

Date of Publication
2006

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Extremes Day in Honour of Laurens de Haan: Extremes, Risk, Safety and the Environment

Publication Identifiers

Address
Lisboa, Portugal

Publisher
CEAUL

Edition
CEAUL

Number of pages
4
Starting page
43
Last page
46

Document Identifiers
URL - https://www.researchgate.net/publication/284680859_An_empirical_tail_index_and_VaR_analysis


Export

APA
Maria Ivette Gomes, Clara Viseu, (2006). An empirical tail index and VaR analysis. Extremes Day in Honour of Laurens de Haan: Extremes, Risk, Safety and the Environment, 43-46

IEEE
Maria Ivette Gomes, Clara Viseu, "An empirical tail index and VaR analysis" in Extremes Day in Honour of Laurens de Haan: Extremes, Risk, Safety and the Environment, 2006, pp. 43-46

BIBTEX
@incollection{50438, author = {Maria Ivette Gomes and Clara Viseu}, title = {An empirical tail index and VaR analysis}, booktitle = {Extremes Day in Honour of Laurens de Haan: Extremes, Risk, Safety and the Environment}, year = 2006, pages = {43-46}, address = {Lisboa, Portugal}, publisher = {CEAUL} }