Cláudia Neves

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Cláudia Neves trusts

Their strongest outbound trust, strongest first, inferred from their citations.

  1. M. Ivette Gomes (in Finance)
  2. Dinis D. Pestana (in Finance)

Papers from Cláudia Neves's perspective

Ordered by how strongly the researchers Cláudia Neves trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
  2. DIRECT REDUCTION OF BIAS OF THE CLASSI- CAL HILL ESTIMATOR ⁄
  3. A new class of semi-parametric estimators of the second order parameter.
  4. ESTIMATING THE EXTREME VALUE INDEX AND HIGH QUANTILES WITH EXPONENTIAL REGRESSION MODELS
  5. Estimating catastrophic quantile levels for heavy-tailed distributions
  6. A simple second-order reduced bias’ tail index estimator
  7. An Introduction to Statistical Modeling of Extreme Values
  8. Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields
  9. How to make a Hill Plot
  10. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation

Their papers