Tail risk estimation using a Bayesian approach to R-vine copulas
Lutz F. Gruber
| Year of publication: |
2012
|
|---|---|
| Authors: | Gruber, Lutz F. |
| Published in: |
Value Day 2012 : aktuelle Entwicklungen in Controlling, Finance & Strategy. - Berlin : wvb, Wiss.-Verl., ISBN 978-3-86573-649-9. - 2012, p. 133-145
|
| Subject: | Risikomanagement | Risk management | Bayes-Statistik | Bayesian inference | Multivariate Verteilung | Multivariate distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009505519