Multivariate Pareto Distributions: Inference and Financial Applications (Q3566549)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multivariate Pareto Distributions: Inference and Financial Applications |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Pareto Distributions: Inference and Financial Applications |
scientific article |
Statements
Multivariate Pareto Distributions: Inference and Financial Applications (English)
0 references
8 June 2010
0 references
Bayesian inference
0 references
econometrics
0 references
financial contagion
0 references
financial crises
0 references
MCMC
0 references
multivariate Pareto distribution
0 references
0 references
0.94563216
0 references
0.9134227
0 references
0.90442735
0 references
0 references
0.9043529
0 references
