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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
Publicado: 2006

Abstract

Esta obra encontra-se catalogada no Portal Científico. Publicada oficialmente em International Conference on Mathematical and Statistical Modeling in Honor of Enrique Castillo (2006). Referenciada como: "Gomes, Maria Ivette; Henriques-Rodrigues, Lígia; Viseu, Clara".

Detalhes Bibliográficos e Editoriais

Veículo / Revista / Livro International Conference on Mathematical and Statistical Modeling in Honor of Enrique Castillo
Paginação Páginas 1 - 33
Local de Publicação / Conferência Spain

Descoberta de Coautores & Ciência ID

Autores discriminados na citação da obra:

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

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