Statistics and Risk Management
Article
Gomes,MI;Caeiro,F;Figueiredo,F;Henriques Rodrigues,L;Pestana,D
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
2020
49
4
867-885
10.1080/03610918.2018.1489053
Corrected-Hill versus partially reduced-bias value-at-risk estimation
NOVA Math > NOVA Math > NOVA Math Publications > Corrected-Hill versus partially reduced-bias value-at-risk estimation