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Herick Fernando Moralles
Publication Activity (10 Years)
Years Active: 2013-2013
Publications (10 Years): 0
Top Topics
Kl Divergence
Goodness Of Fit
Null Hypothesis
Test Statistic
Top Venues
Math. Comput. Model.
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Publications
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Herick Fernando Moralles
,
Daisy Aparecida do Nascimento Rebelatto
,
Alexandre Sartoris
Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns.
Math. Comput. Model.
58 (9-10) (2013)