Autor

Nome:
Isabel Fraga Alves
e-mail:
isabel.alves@fc.ul.pt
URL:
http://docentes.deio.fc.ul.pt/fragaalves/
Instituição REBIDES:
Universidade de Lisboa - Faculdade de Ciências (2015)
Artigo 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.

Voltar