Mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison (2018)
Fonte: Book of abstracts. Nome do evento: Workshop on Computational Data Analysis and Numerical Methods. Unidade: IME
Assuntos: ESTIMAÇÃO SEMIPARAMÉTRICA, MÉTODOS MCMC
ABNT
GOMES, M. Ivette et al. Mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison. 2018, Anais.. Felgueiras: Instituto Politécnico do Porto, 2018. Disponível em: http://www.wcdanm-ipporto18.uevora.pt/wp-content/uploads/2018/05/Book_of_Abstracts.pdf. Acesso em: 17 ago. 2024.APA
Gomes, M. I., Caeiro, F., Figueiredo, F., Henriques-Rodrigues, L., & Pestana, D. (2018). Mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison. In Book of abstracts. Felgueiras: Instituto Politécnico do Porto. Recuperado de http://www.wcdanm-ipporto18.uevora.pt/wp-content/uploads/2018/05/Book_of_Abstracts.pdfNLM
Gomes MI, Caeiro F, Figueiredo F, Henriques-Rodrigues L, Pestana D. Mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison [Internet]. Book of abstracts. 2018 ;[citado 2024 ago. 17 ] Available from: http://www.wcdanm-ipporto18.uevora.pt/wp-content/uploads/2018/05/Book_of_Abstracts.pdfVancouver
Gomes MI, Caeiro F, Figueiredo F, Henriques-Rodrigues L, Pestana D. Mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison [Internet]. Book of abstracts. 2018 ;[citado 2024 ago. 17 ] Available from: http://www.wcdanm-ipporto18.uevora.pt/wp-content/uploads/2018/05/Book_of_Abstracts.pdf