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Corrected-Hill versus Partially Reduced-Bias Value-at-Risk Estimation. Notas e Comunicações CEAUL 01/17

Title
Corrected-Hill versus Partially Reduced-Bias Value-at-Risk Estimation. Notas e Comunicações CEAUL 01/17
Type
Academic Work
Year
2017
Authors
M. Ivette Gomes
(Author)
Other
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Frederico Caeiro
(Author)
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Fernanda Figueiredo
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Lígia Henriques-Rodrigues
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Dinis Pestana
(Author)
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Subject: Publicação Notas e Comunicações em www.ceaul.fc.ul.pt
Type (Professor's evaluation): Scientific
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wp_ceaul2017 http://ceaul.org/wp-content/uploads/2018/10/NC-1-Q-PRBMOP-black.pdf 1869.63 KB
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Summary of Presentation in an International Conference
M. Ivette Gomes; Frederico Caeiro; Fernanda Figueiredo; Lígia Henriques-Rodrigues; Dinis Pestana
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