Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
Year of publication: |
1999
|
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Authors: | Bauwens, Luc ; Bos, Charles S. ; van Dijk, Herman K. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Stichprobenverfahren | Theorie | Markov chain Monte Carlo | simulation | polar coordinates | GARCH | ill-behaved posterior | Value-at-Risk |
Series: | Tinbergen Institute Discussion Paper ; 99-082/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 832629189 [GVK] hdl:10419/85730 [Handle] RePEc:dgr:uvatin:19990082 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C63 - Computational Techniques |
Source: |
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Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc, (1999)
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Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
Bauwens, Luc, (1999)
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Adaptive polar sampling with an application to a Bayes measure of value-at-risk
BAUWENS, Luc, (1999)
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Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc, (1999)
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Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc, (1999)
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Adaptive polar sampling : a new MC technique for the analysis of III-behaved surfaces
Bauwens, Luc, (1998)
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