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A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation - MaRDI portal

A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation

From MaRDI portal
Publication:130019

DOI10.1080/00949655.2010.547196MaRDI QIDQ130019

M. Ivette Gomes, Lígia Henriques-Rodrigues, M. Cristina Miranda, Fernanda Figueiredo

Publication date: April 2012

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)




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