Bayesian tail risk interdependence using quantile regression (Q273621)
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scientific article; zbMATH DE number 6572232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian tail risk interdependence using quantile regression |
scientific article; zbMATH DE number 6572232 |
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Bayesian tail risk interdependence using quantile regression (English)
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22 April 2016
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risk measures
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state space models
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