Corrected-Hill versus partially reduced-bias value-at-risk estimation
- Citation:
- Gomes, M. I., Caeiro F., Figueiredo F., Henriques-Rodrigues L., & Pestana D.
(2020). Corrected-Hill versus partially reduced-bias value-at-risk estimation.
Communications in Statistics: Simulation and Computation. 49, 867-885., Number 4
Abstract:
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Notes:
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