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~language:"und"
~subject:"Bayesian method"
~type_genre:"Sammlung"
~type_genre:"Thesis"
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Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations
Chen, Qian
-
2011
this work over the period studied, which includes the recent
financial
crisis
.However, an AL conditional ditribution may … conditional VaR forecasting, both prior to as well as during and after the recent
financial
crisis
.Nonetheless, the TW …
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