Título:

A Sturdy Reduced Bias Extreme Quantile (VaR) Estimator: Correction

Autores:

Ivette Gomes (U Lisboa)
Dinis Pestana (U Lisboa)

Revista:

Journal of the American Statistical Association

Ano:

2009

Volume:

104

Páginas:

872-0

Códigos JEL:

C21 - Cross-Sectional Models; Spatial Models; Treatment Effect Models
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G15 - International Financial Markets