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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Latest revision as of 16:40, 9 July 2024

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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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