Conference paper

Empirical tail index and VaR analysis

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

ISLA — Instituto Politécnico de Gestão e Tecnologia

2006, pp. 1–21

Resume

Abstract

Abstract not provided by the author or the indexing source.

Publication Type Conference paper

Publication Year 2006

ISBN ISBN:84-689-8577-5

Pagination pp. 1–21

Publication Status Published

claraviseu@gmail.com ID: 3E12-C3CE-B48F

lsr@iscap.ipp.pt ID: B018-D662-D46E