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Adaptive Reduced-Bias Tail Index and VaR Estimation via the..:
Gomes, M. Ivette
;
Mendonça, Sandra
;
Pestana, Dinis
Communications in Statistics - Theory and Methods. 40 (2011) 16 - p. 2946-2968 , 2011
Link:
https://doi.org/10.1080/03610926.2011.562782
RT Journal T1 <Title>Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_03610926.2011.562782&Exemplar=1&LAN=DE A1 Gomes, M. Ivette A1 Mendonça, Sandra A1 Pestana, Dinis PB Informa UK Limited YR 2011 SN 0361-0926 SN 1532-415X JF Communications in Statistics - Theory and Methods VO 40 IS 16 SP 2946 OP 2968 LK http://dx.doi.org/https://doi.org/10.1080/03610926.2011.562782 DO https://doi.org/10.1080/03610926.2011.562782 SF ELIB - SuUB Bremen
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