A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation (Q2255951): Difference between revisions
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English | A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation |
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A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation (English)
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18 February 2015
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finance
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Bayesian nonparametrics
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Dirichlet process mixtures
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GARCH models
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risk management
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value at risk
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