Rankings Nipe

Author

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:: Ranking: CEF.UP+NIPE (average of all rankings) (2012).

High Quantiles Estimation with Quasi-PORT and DPOT: An Application to Value-at-Risk for Financial Variables 3.12
Paulo Araújo Santos, Isabel Fraga Alves, Shawkat Hammoudeh
North American Journal Of Economics And Finance, vol. 26, 2013, p. 487-496.

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