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Publication details

Document type
Conference papers

Document subtype
Abstract

Title
A reduced-bias mean-of-order-p Value-at-Risk estimator

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

Editor(s)
Errico Kontiorghes

Date of Publication
2013

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
CFE-ERCIM 2013 Book of Abstracts

Publication Identifiers

Address
London, UK

Publisher
ERCIM

Edition
ERCIM

Number of pages
1
Starting page
48
Last page
48

Document Identifiers
URL - http://www.cmstatistics.org/ERCIM2013/docs/BoA.pdf


Export

APA
Maria Ivette Gomes, (2013). A reduced-bias mean-of-order-p Value-at-Risk estimator. CFE-ERCIM 2013 Book of Abstracts, 48-48

IEEE
Maria Ivette Gomes, "A reduced-bias mean-of-order-p Value-at-Risk estimator" in CFE-ERCIM 2013 Book of Abstracts, London, UK, 2013, pp. 48-48, doi:

BIBTEX
@InProceedings{52387, author = {Maria Ivette Gomes}, title = {A reduced-bias mean-of-order-p Value-at-Risk estimator}, booktitle = {CFE-ERCIM 2013 Book of Abstracts}, year = 2013, pages = {48-48}, address = {London, UK}, publisher = {ERCIM} }