Pages that link to "Item:Q1748665"
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The following pages link to Bayesian forecasting of value-at-risk based on variant smooth transition heteroskedastic models (Q1748665):
Displaying 5 items.
- Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution (Q1927130) (← links)
- Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis (Q4687293) (← links)
- An ABC approach for CAViaR models with asymmetric kernels (Q5107780) (← links)
- Bayesian modeling and forecasting of value-at-risk via threshold realized volatility (Q6574592) (← links)
- Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time-varying correlations (Q6574634) (← links)
