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~institution:"Economics Institute for Research (SIR), Handelshögskolan i Stockholm"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~person:"Bos, C.S."
~subject:"value-at-risk"
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm
Erasmus University Rotterdam, Econometric Institute
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Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
Bauwens, L.
;
Bos, C.S.
;
Dijk, H.K. van
-
Erasmus University Rotterdam, Econometric Institute
-
1999
Adaptive Polar Sampling (APS) is proposed as a
Markov
chain
Monte Carlo method for Bayesian analysis of models with ill …
Persistent link: https://www.econbiz.de/10005051715
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