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Conference paper

Empirical tail index and VaR analysis

Gomes, Maria Ivette , Henriques-Rodrigues, Lígia , Viseu, Clara
International Conference on Mathematical and Statistical Modeling in Honor of Enrique Castillo, 2006, pp. 1–33
Published: 2006

Resume

This work is cataloged in the Scientific Portal. Officially published in International Conference on Mathematical and Statistical Modeling in Honor of Enrique Castillo (2006). Referenced as: "Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Viseu, Clara".

Bibliographic & Editorial Details

Venue / Journal / Book International Conference on Mathematical and Statistical Modeling in Honor of Enrique Castillo
Pagination Pages 1 - 33
Publication Venue / Conference Spain

Autores & Descoberta de Ciência ID

Identificação dos autores da instituição e deteção de coautores via FCT Ciência Vitae.

Autor(es) da Instituição
C
Clara Margarida Pisco Viseu Investigador
Ciência ID: 3E12-C3CE-B48F
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Coautores da Obra

Autores discriminados na citação da publicação:

Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Viseu, Clara

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