Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis (Q4687293): Difference between revisions
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Latest revision as of 22:17, 19 March 2024
scientific article; zbMATH DE number 6951810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis |
scientific article; zbMATH DE number 6951810 |
Statements
Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis (English)
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11 October 2018
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EGARCH model
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generalized error distribution
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Markov chain Monte Carlo method
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skewed Student-\(t\)
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global financial crisis
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