A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
Ausín, M. Concepción, Galeano, Pedro, Ghosh, PulakТом:
232
Мова:
english
Журнал:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2013.07.008
Date:
January, 2014
Файл:
PDF, 738 KB
english, 2014