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Publication details

Document type
Conference papers

Document subtype
Abstract

Title
Value-at-Risk Estimation under PORT and Lehmer’s Mean of-order-p Approaches

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL
Lígia Henriques-Rodrigues (Author)
Maria Manuela Neves (Author)
Helena Penalva (Author)

Date of Publication
2024-11

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
14th International Conference on Statistics, Mathematics and Computation

Publication Identifiers

Address
Lisboa, Portugal

Publisher
ResearchGate

Number of pages
2

Document Identifiers
URL - https://www.researchgate.net/publication/387959824_Value-at-Risk_Estimation_under_PORT_and_Lehmer's_Mean-of-order-p_Approaches


Export

APA
Maria Ivette Gomes, Lígia Henriques-Rodrigues, Maria Manuela Neves, Helena Penalva, (2024). Value-at-Risk Estimation under PORT and Lehmer’s Mean of-order-p Approaches. 14th International Conference on Statistics, Mathematics and Computation, -

IEEE
Maria Ivette Gomes, Lígia Henriques-Rodrigues, Maria Manuela Neves, Helena Penalva, "Value-at-Risk Estimation under PORT and Lehmer’s Mean of-order-p Approaches" in 14th International Conference on Statistics, Mathematics and Computation, Lisboa, Portugal, 2024, pp. -, doi:

BIBTEX
@InProceedings{63807, author = {Maria Ivette Gomes and Lígia Henriques-Rodrigues and Maria Manuela Neves and Helena Penalva}, title = {Value-at-Risk Estimation under PORT and Lehmer’s Mean of-order-p Approaches}, booktitle = {14th International Conference on Statistics, Mathematics and Computation}, year = 2024, pages = {-}, address = {Lisboa, Portugal}, publisher = {ResearchGate} }