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Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart, (2010)
Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling
Hoogerheide, Lennart F., (2008)
Robust Bayesian analysis of loss reserves data using the generalized-t distribution
Chan, Jennifer S. K., (2007)
Analysis of Variance for Bayesian Inference
Geweke, John, (2011)
Prediction Using Several Macroeconomic Models
Amisano, Gianni, (2013)
Comparing and evaluating Bayesian predictive distributions of asset returns
Geweke, John, (2010)