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Publication details

Document type
Conference papers

Document subtype
Abstract

Title
A Quasi-PORT methodology for VaR based on second-order reduced-bias estimation

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

Editor(s)
Colubi A. et al.

Date of Publication
2009

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
CFE 09 and ERCIM 09 Book of Abstracts

Publication Identifiers

Address
Limassol, Cyprus

Publisher
ERCIM

Number of pages
1
Starting page
43
Last page
43

Document Identifiers
URL - http://www.cfe-csda.org/ercim09/BoACFEERCIM09.pdf


Export

APA
Maria Ivette Gomes, Fernanda Figueiredo, (2009). A Quasi-PORT methodology for VaR based on second-order reduced-bias estimation. CFE 09 and ERCIM 09 Book of Abstracts, 43-43

IEEE
Maria Ivette Gomes, Fernanda Figueiredo, "A Quasi-PORT methodology for VaR based on second-order reduced-bias estimation" in CFE 09 and ERCIM 09 Book of Abstracts, Limassol, Cyprus, 2009, pp. 43-43, doi:

BIBTEX
@InProceedings{52380, author = {Maria Ivette Gomes and Fernanda Figueiredo}, title = {A Quasi-PORT methodology for VaR based on second-order reduced-bias estimation}, booktitle = {CFE 09 and ERCIM 09 Book of Abstracts}, year = 2009, pages = {43-43}, address = {Limassol, Cyprus}, publisher = {ERCIM} }