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Value-at-Risk Estimation and the PORT Mean-of-order-p Methodology. Notas e Comunicações, CEAUL 04/16.

Title
Value-at-Risk Estimation and the PORT Mean-of-order-p Methodology. Notas e Comunicações, CEAUL 04/16.
Type
Academic Work
Year
2016
Authors
Fernanda Figueiredo
(Author)
FEP
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Gomes, M.I.
(Author)
Other
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Henriques-Rodrigues, L.
(Author)
Other
The person does not belong to the institution. The person does not belong to the institution. The person does not belong to the institution. Without AUTHENTICUS Without ORCID
Scientific classification
CORDIS: Physical sciences
FOS: Natural sciences
Other information
Subject: Publicação Notas e Comunicações em www.ceaul.fc.ul.pt
Type (Professor's evaluation): Scientific
Documents
File name Description Size
2016_WPCEAUL WP CEAUL 777.84 KB
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