Author:
Araújo Santos P.,Fraga Alves M.I.
Subject
Applied Mathematics,Modelling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science
Reference33 articles.
1. A new class of independence tests for interval forecasts evaluation;Araújo Santos;Computational Statistics and Data Analysis,2012
2. P. Araújo Santos, M. Fraga Alves, R program to implement the dpot model, Tech. Rep. 12, CEAUL, 2012.
3. Residual life time at great age;Balkema;Annals of Probability,1974
4. Estimation of value-at-risk by extreme value and conventional methods: a comparative evaluation of their predictive performance;Bekiros;Journal of International Financial Markets Institutions and Money,2005
5. Evaluating value-at-risk models with desk-level data;Berkowitz;Management Science,2011
Cited by
16 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献