Pages that link to "Item:Q4687293"
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The following pages link to Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis (Q4687293):
Displaying 17 items.
- Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
- Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation (Q1660129) (← links)
- Bayesian forecasting of value-at-risk based on variant smooth transition heteroskedastic models (Q1748665) (← links)
- Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution (Q1927130) (← links)
- An approach for measuring corporation financial stability by econophysics and Bayesian method (Q2161736) (← links)
- A dominance approach for comparing the performance of VaR forecasting models (Q2203429) (← links)
- Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures (Q2227445) (← links)
- Multi-agent-based VaR forecasting (Q2246798) (← links)
- Threshold variable selection of asymmetric stochastic volatility models (Q2259328) (← links)
- Comparing volatility forecasting models during the global financial crisis (Q4593851) (← links)
- An ABC approach for CAViaR models with asymmetric kernels (Q5107780) (← links)
- A quasi-Bayesian model averaging approach for conditional quantile models (Q5220840) (← links)
- On double hysteretic heteroskedastic model (Q5222509) (← links)
- Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution (Q5234329) (← links)
- Bayesian modeling and forecasting of value-at-risk via threshold realized volatility (Q6574592) (← links)
- Semiparametric GARCH via Bayesian Model Averaging (Q6617768) (← links)
- The application of Bayesian inference under SAFE model (Q6633371) (← links)
