Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution (Q2062348)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution |
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Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution (English)
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27 December 2021
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Bayesian quantile regression
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skew exponential power
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risk measure
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adaptive-MCMC
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CAViaR model
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CARE model
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