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Mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison

Title
Mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison
Type
Summary of Presentation in an International Conference
Year
2018
Authors
M. Ivette Gomes
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Frederico Caeiro
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Fernanda Figueiredo
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Lígia Henriques-Rodrigues
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Dinis Pestana
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Type (Professor's evaluation): Scientific
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Corrected-Hill versus Partially Reduced-Bias Value-at-Risk Estimation. Notas e Comunicações CEAUL 01/17 (2017)
Academic Work
M. Ivette Gomes; Frederico Caeiro; Fernanda Figueiredo; Lígia Henriques-Rodrigues; Dinis Pestana
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