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Corrected-Hill Versus Partially Reduced-Bias Value-At-Risk Estimation
AuthID
P-00Q-5QR
5
Author(s)
Gomes, MI
·
Caeiro, F
·
Figueiredo, F
·
Henriques Rodrigues, L
·
Pestana, D
Document Type
Article
Year published
2020
Published
in
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,
ISSN: 0361-0918
Volume: 49, Issue: 4, Pages: 867-885 (19)
Indexing
Wos
®
Scopus
®
Crossref
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1
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Metadata
Sources
Publication Identifiers
DOI
:
10.1080/03610918.2018.1489053
Scopus
: 2-s2.0-85060651381
Wos
: WOS:000521587100003
Source Identifiers
ISSN
: 0361-0918
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