Corrected-Hill versus partially reduced-bias value-at-risk estimation
Gomes, M. Ivette, Caeiro, Frederico, Figueiredo, Fernanda, Henriques-Rodrigues, Lgia, Pestana, DinisJournal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2018.1489053
Date:
January, 2019
File:
PDF, 2.13 MB
2019