A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation (Q2255951)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation |
scientific article |
Statements
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation (English)
0 references
18 February 2015
0 references
finance
0 references
Bayesian nonparametrics
0 references
Dirichlet process mixtures
0 references
GARCH models
0 references
risk management
0 references
value at risk
0 references
0 references
0 references
0 references
0 references
