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Publication details

Document type
Conference papers

Document subtype
Abstract

Title
Reduced-Bias Value-at-risk Semi-parametric Estimation

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL
Frederico Caeiro (Author)
Fernanda Figueiredo (Author)
Dinis Pestana (Author)

Editor(s)
Stoev, S. and Hsing, T.

Date of Publication
2015-08

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
The Book of Abstracts for the 9th International Conference on Extreme Value Analysis

Publication Identifiers

Publisher
The University of Michigan

Number of pages
1
Starting page
27
Last page
28

Document Identifiers
URL - http://sites.lsa.umich.edu/eva2015/wp-content/uploads/sites/44/2015/06/the_book_of_abstracts_for_web.pdf#page=28


Export

APA
Maria Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, Dinis Pestana, (2015). Reduced-Bias Value-at-risk Semi-parametric Estimation. The Book of Abstracts for the 9th International Conference on Extreme Value Analysis, 27-28

IEEE
Maria Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, Dinis Pestana, "Reduced-Bias Value-at-risk Semi-parametric Estimation" in The Book of Abstracts for the 9th International Conference on Extreme Value Analysis, , 2015, pp. 27-28, doi:

BIBTEX
@InProceedings{52032, author = {Maria Ivette Gomes and Frederico Caeiro and Fernanda Figueiredo and Dinis Pestana}, title = {Reduced-Bias Value-at-risk Semi-parametric Estimation}, booktitle = {The Book of Abstracts for the 9th International Conference on Extreme Value Analysis}, year = 2015, pages = {27-28}, address = {}, publisher = {The University of Michigan} }