Name:

Isabel Fraga Alves

e-mail:

isabel.alves@fc.ul.pt

URL:

http://docentes.deio.fc.ul.pt/fragaalves/

REBIDES institution:

Universidade de Lisboa - Faculdade de Ciências (2015)

Article 1:

High Quantiles Estimation with Quasi-PORT and DPOT: An Application to Value-at-Risk for Financial Variables
Paulo Araújo Santos, Isabel Fraga Alves, Shawkat Hammoudeh
North American Journal Of Economics And Finance, vol. 26, 2013, p. 487-496.