Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk.
Year of publication: |
1999
|
---|---|
Authors: | Bauwens, L. ; Bos, C.S. ; Van Dijk, H.K. |
Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
Subject: | ECONOMETRICS | MATHEMATICAL ANALYSIS | SIMULATION |
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