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Publication details

Document type
Conference papers

Document subtype
Abstract

Title
Simple second order reduced bias value at risk estimators

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

Date of Publication
2005

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
Risk Analysis and Extreme Values

Publication Identifiers

Address
Paris, France

Edition
Paris V

Number of pages
1
Starting page
11
Last page
11


Export

APA
Maria Ivette Gomes, (2005). Simple second order reduced bias value at risk estimators. Risk Analysis and Extreme Values, 11-11

IEEE
Maria Ivette Gomes, "Simple second order reduced bias value at risk estimators" in Risk Analysis and Extreme Values, Paris, France, 2005, pp. 11-11, doi:

BIBTEX
@InProceedings{52638, author = {Maria Ivette Gomes}, title = {Simple second order reduced bias value at risk estimators}, booktitle = {Risk Analysis and Extreme Values}, year = 2005, pages = {11-11}, address = {Paris, France}, publisher = {} }