Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis (Q4687293)
From MaRDI portal
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)
0 references
11 October 2018
0 references
EGARCH model
0 references
generalized error distribution
0 references
Markov chain Monte Carlo method
0 references
skewed Student-\(t\)
0 references
global financial crisis
0 references
