"Corrected-Hill versus partially reduced-bias value-at-risk estimation."

M. Ivette Gomes et al. (2020)

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DOI: 10.1080/03610918.2018.1489053

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type: Journal Article

metadata version: 2025-11-02

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M. Ivette Gomes, Frederico Caeiro, Fernanda Otilia Figueiredo, Lígia Henriques-Rodrigues, Dinis Pestana:
Corrected-Hill versus partially reduced-bias value-at-risk estimation. Commun. Stat. Simul. Comput. 49(4): 867-885 (2020)

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