Bayesian forecasting for financial risk management, pre and post the global financial crisis
Year of publication: |
2012
|
---|---|
Authors: | Chen, Cathy W. S. ; Gerlach, Richard ; Lin, Edward M. H. ; Lee, W. C. W. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 31.2012, 8, p. 661-687
|
Subject: | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Welt | World |
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