Pages that link to "Item:Q4555071"

The following pages link to Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility (Q4555071):

Displaying 2 items.

• Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution (Q2062348) (← links)
• Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution (Q5234329) (← links)