Bayesian forecasting for financial risk management, pre and post the global financial crisis (Q4687293)
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scientific article; zbMATH DE number 6951810
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| 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)
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11 October 2018
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EGARCH model
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generalized error distribution
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Markov chain Monte Carlo method
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skewed Student-\(t\)
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global financial crisis
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0.8293876647949219
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0.8260661363601685
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0.8143543004989624
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0.7939422726631165
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