Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets
| Year of publication: |
2011
|
|---|---|
| Authors: | Gerlach, Richard H. ; Chen, Cathy W. S. ; Chan, Nancy Y. C. |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 29.2011, 4, p. 481-492
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009358089