Bayesian value-at-risk with product partition models (Q2869966)
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scientific article; zbMATH DE number 6247152
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian value-at-risk with product partition models |
scientific article; zbMATH DE number 6247152 |
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Bayesian Value-at-Risk with product partition models (English)
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17 January 2014
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non-Gaussian distributions
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value at risk
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Monte Carlo methods
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statistical physics
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0.7770947813987732
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0.742734968662262
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0.7423704266548157
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0.7370507717132568
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0.7335605621337891
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