Value-at-Risk Estimation and the PORT Mean-of-order-p Methodology. Notas e Comunicações, CEAUL 04/16.

Bibliographic Details
Main Author: Fernanda Figueiredo (author)
Other Authors: Gomes, M.I. (author), Henriques-Rodrigues, L. (author)
Format: other
Language:por
Published: 2016
Subjects:
Ciências Físicas, Ciências exactas e naturais
Physical sciences, Natural sciences
Online Access:https://hdl.handle.net/10216/102823
Country:Portugal
Oai:oai:repositorio-aberto.up.pt:10216/102823
Description
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