Value-at-risk estimation and the PORT mean-of-order-p methodology (2017)
Fonte: Revstat Statistical Journal. Unidade: IME
Assunto: ESTATÍSTICA
ABNT
FIGUEIREDO, Fernanda e GOMES, M. Ivette e HENRIQUES-RODRIGUES, Lígia. Value-at-risk estimation and the PORT mean-of-order-p methodology. Revstat Statistical Journal, v. 15, n. 2, p. 187-204, 2017Tradução . . Disponível em: https://www.ine.pt/revstat/pdf/rs170202.pdf. Acesso em: 09 nov. 2025.APA
Figueiredo, F., Gomes, M. I., & Henriques-Rodrigues, L. (2017). Value-at-risk estimation and the PORT mean-of-order-p methodology. Revstat Statistical Journal, 15( 2), 187-204. Recuperado de https://www.ine.pt/revstat/pdf/rs170202.pdfNLM
Figueiredo F, Gomes MI, Henriques-Rodrigues L. Value-at-risk estimation and the PORT mean-of-order-p methodology [Internet]. Revstat Statistical Journal. 2017 ; 15( 2): 187-204.[citado 2025 nov. 09 ] Available from: https://www.ine.pt/revstat/pdf/rs170202.pdfVancouver
Figueiredo F, Gomes MI, Henriques-Rodrigues L. Value-at-risk estimation and the PORT mean-of-order-p methodology [Internet]. Revstat Statistical Journal. 2017 ; 15( 2): 187-204.[citado 2025 nov. 09 ] Available from: https://www.ine.pt/revstat/pdf/rs170202.pdf
