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Publication details

Document type
Conference papers

Document subtype
Abstract

Title
Value-at-risk estimation under PORT and the Lehmers’ mean-of-order-p approaches

Participants in the publication
M Manuela Neves (Author)
Helena Penalva (Author)
M Ivette Gomes (Author)
L Henriques-Rodrigues (Author)

Editor(s)
S Padoan, C Dombry

Date of Publication
2023-06-15

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
EVA 2023 Milano: Conference Program and Book of Abstracts

Publication Identifiers

Address
Milan, Italy

Publisher
Bocconi University

Edition
Bocconi University

Starting page
187
Last page
187

Document Identifiers
URL - https://www.researchgate.net/publication/373170089_Value-at-risk_estimation_under_PORT_and_the_Lehmer's_mean-of-order-p_approaches


Export

APA
M Manuela Neves, Helena Penalva, M Ivette Gomes, L Henriques-Rodrigues, (2023). Value-at-risk estimation under PORT and the Lehmers’ mean-of-order-p approaches. EVA 2023 Milano: Conference Program and Book of Abstracts, 187-187

IEEE
M Manuela Neves, Helena Penalva, M Ivette Gomes, L Henriques-Rodrigues, "Value-at-risk estimation under PORT and the Lehmers’ mean-of-order-p approaches" in EVA 2023 Milano: Conference Program and Book of Abstracts, Milan, Italy, 2023, pp. 187-187, doi:

BIBTEX
@InProceedings{60033, author = {M Manuela Neves and Helena Penalva and M Ivette Gomes and L Henriques-Rodrigues}, title = {Value-at-risk estimation under PORT and the Lehmers’ mean-of-order-p approaches}, booktitle = {EVA 2023 Milano: Conference Program and Book of Abstracts}, year = 2023, pages = {187-187}, address = {Milan, Italy}, publisher = {Bocconi University} }