Multivariate Pareto Distributions: Inference and Financial Applications (Q3566549)
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scientific article; zbMATH DE number 5717972
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| English | Multivariate Pareto Distributions: Inference and Financial Applications |
scientific article; zbMATH DE number 5717972 |
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Multivariate Pareto Distributions: Inference and Financial Applications (English)
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8 June 2010
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Bayesian inference
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econometrics
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financial contagion
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financial crises
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MCMC
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multivariate Pareto distribution
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0.94563216
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0.9134227
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0.90442735
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0.9043529
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