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Research Output 1997 2019

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2016
7 Citations (Scopus)

Bootstrap Methods in Statistics of Extremes

Gomes, M. I., Caeiro, F., Henriques-Rodrigues, L. & Manjunath, B. G., 22 Aug 2016, Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications. Longin, F. (ed.). John Wiley & Sons, Inc., p. 117-138 22 p.

Research output: Chapter in Book/Report/Conference proceedingOther chapter contribution

Open Access
Statistics of Extremes
Extreme Value Index
Bootstrap Method
Extreme Events
Minimum Variance
14 Citations (Scopus)

Threshold Selection in Extreme Value Analysis

Caeiro, F. & Gomes, M. I., 6 Jan 2016, Extreme Value Modeling and Risk Analysis: Methods and Applications. Chapman and Hall/CRC 2007, p. 69-86

Research output: Chapter in Book/Report/Conference proceedingOther chapter contribution

Extreme Value Index
Extreme Values
Statistics of Extremes
Extreme Value Theory
Adaptive Estimation

Towards a proof-theoretic semantics of equalities

Kahle, R., 2016, Advances in Proof-Theoretic Semantics. Piecha, T. & Schroeder-Heister, P. (eds.). Springer, Vol. 43. p. 153-160 8 p. (Trends in Logic).

Research output: Chapter in Book/Report/Conference proceedingOther chapter contribution

2015

Collateral Versus Default History

Faias, M. & Seghir, A., 2015, Dynamics, Games and Science: International Conference and Advanced School Planet Earth, DGS II, Portugal, August 28–September 6, 2013. p. 273-290 Chapter 14. (Dynamics, Games and Science; vol. 1).

Research output: Chapter in Book/Report/Conference proceedingOther chapter contribution

Equilibrium existence
Financial institutions
Incomplete markets
Market economy
Default rate