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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}
}