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Detalhes Referência

Tipo
Outros

Tipo de Documento
pre-prints

Título
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).

Participantes na publicação
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL

Data de Publicação
2014

Instituição
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Identificadores da Publicação

Número de Páginas
10


Exportar referência

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 }