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Port value-at-risk estimation through generalized means

Title
Port value-at-risk estimation through generalized means
Type
Article in International Conference Proceedings Book
Year
2017
Authors
Gomes, M.I.
(Author)
Other
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Fernanda Figueiredo
(Author)
FEP
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Henriques-Rodrigues, L.
(Author)
Other
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Other information
Resumo (PT):
Abstract (EN):
Language: English
Type (Professor's evaluation): Scientific
Notes: ISBN 978-602-61659-0-9
No. of pages: 7
Documents
File name Description Size
ISIRSC2017_IPS19_S1_P_Gomes 588.73 KB
Proceeding of the International Statistic Institute 20842.62 KB
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