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Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution

✍ Scribed by Qian Chen; Richard Gerlach; Zudi Lu

Book ID: 113557609
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 610 KB
Volume: 56
Category: Article
ISSN: 0167-9473
DOI: 10.1016/j.csda.2010.06.018

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