A quasi-PORT methodology for VaR based on second-order reduced-bias estimation. Notas e Comunicações, CEAUL 5/2010

Bibliographic Details
Main Author: M. Ivette Gomes (author)
Other Authors: Fernanda Figueiredo (author), Lígia Henriques-Rodrigues (author), M. Cristina Miranda (author)
Format: other
Language:eng
Published: 2010
Subjects:
Ciências exactas e naturais
Natural sciences
Online Access:https://hdl.handle.net/10216/112644
Country:Portugal
Oai:oai:repositorio-aberto.up.pt:10216/112644

Internet

https://hdl.handle.net/10216/112644

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