Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns (2013)
Source: Mathematical and Computer Modelling. Unidade: EESC
Subjects: ADMINISTRAÇÃO DE RISCO, ADMINISTRAÇÃO FINANCEIRA, ENGENHARIA ECONÔMICA
ABNT
MORALLES, Herick Fernando e REBELATTO, Daisy Aparecida do Nascimento e SARTORIS, Alexandre. Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns. Mathematical and Computer Modelling, v. No 2013, n. 9-10, p. 1648-1658, 2013Tradução . . Disponível em: https://doi.org/10.1016/j.mcm.2013.07.002. Acesso em: 27 abr. 2024.APA
Moralles, H. F., Rebelatto, D. A. do N., & Sartoris, A. (2013). Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns. Mathematical and Computer Modelling, No 2013( 9-10), 1648-1658. doi:10.1016/j.mcm.2013.07.002NLM
Moralles HF, Rebelatto DA do N, Sartoris A. Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns [Internet]. Mathematical and Computer Modelling. 2013 ; No 2013( 9-10): 1648-1658.[citado 2024 abr. 27 ] Available from: https://doi.org/10.1016/j.mcm.2013.07.002Vancouver
Moralles HF, Rebelatto DA do N, Sartoris A. Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns [Internet]. Mathematical and Computer Modelling. 2013 ; No 2013( 9-10): 1648-1658.[citado 2024 abr. 27 ] Available from: https://doi.org/10.1016/j.mcm.2013.07.002