Repositório Científico do Instituto Politécnico de Santarém: Browsing DSpace

Browsing by Author Santos, Paulo Araújo

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Issue Date	Title	Author(s)
Jul-2011	GFC-robust risk management under the basel accord using extreme value methodologies	Santos, Paulo Araújo; Jiménez-Martín, Juan-Ángel; McAleer, Michael; Pérez Amaral, Teodosio
Nov-2006	Peaks over random threshold methodology for tail index and high quantile estimation	Santos, Paulo Araújo; Alves, M. Isabel Fraga; Gomes, M. Ivette
Jun-2011	Value-at-risk model based on extreme value theory:comparison with other models under the basel accord	Santos, Paulo Araújo; Jiménez-Martin, Juan-Ángel; McAleer, Michael; Pérez Amaral, Teodosio

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