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Publication details

Document type
Other

Document subtype
Preprint

Title
Partially Reduced-Bias Tail Index and Value-at-Risk Estimation (Preprint associated with plenary talk, related to joint work with F. Caeiro and F. Figueiredo, at Computationally Intensive Methods in Statistics and Econometrics, Satellite Meeting of COMPSTAT 2014, August 23-24, Neuchâtel, Switzerland).

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
Date of Publication
2014

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Publication Identifiers

Number of pages
10


Export

APA
Maria Ivette Gomes, (2014). Partially Reduced-Bias Tail Index and Value-at-Risk Estimation (Preprint associated with plenary talk, related to joint work with F. Caeiro and F. Figueiredo, at Computationally Intensive Methods in Statistics and Econometrics, Satellite Meeting of COMPSTAT 2014, August 23-24, Neuchâtel, Switzerland).

IEEE
Maria Ivette Gomes, "Partially Reduced-Bias Tail Index and Value-at-Risk Estimation (Preprint associated with plenary talk, related to joint work with F. Caeiro and F. Figueiredo, at Computationally Intensive Methods in Statistics and Econometrics, Satellite Meeting of COMPSTAT 2014, August 23-24, Neuchâtel, Switzerland).", 2014

BIBTEX
@misc{52630, author = {Maria Ivette Gomes}, title = {Partially Reduced-Bias Tail Index and Value-at-Risk Estimation (Preprint associated with plenary talk, related to joint work with F. Caeiro and F. Figueiredo, at Computationally Intensive Methods in Statistics and Econometrics, Satellite Meeting of COMPSTAT 2014, August 23-24, Neuchâtel, Switzerland).}, year = 2014 }