A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation (Q130019)
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scientific article
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| English | A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation |
scientific article |
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82
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4
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587-602
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April 2012
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M. Ivette Gomes
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Fernanda Figueiredo
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Lígia Henriques-Rodrigues
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M. Cristina Miranda
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