Gelly Mitrodima
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Person:6576186
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A Bayesian Quantile Time Series Model for Asset Returns Journal of Business and Economic Statistics | 2024-10-17 | Paper |
| CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-07-22 | Paper |
Research outcomes over time
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