Bernardi, Mauro; Grassi, Stefano; Ravazzolo, Francesco - In: Journal of risk and financial management : JRFM 13 (2020) 11/257, pp. 1-2
The computational revolution in simulation techniques has shown to become a key ingredient in the field of Bayesian econometrics and opened new possibilities to study complex economic and financial phenomena. Applications include risk measurement, forecasting, assessment of policy effectiveness...
