Adaptive Reduced-Bias Tail Index and VaR Estimation via the...

Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology

Gomes, M. Ivette, Mendonça, Sandra, Pestana, Dinis
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Volume:
40
Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2011.562782
Date:
August, 2011
File:
PDF, 1.15 MB
english, 2011
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