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About this Economics, Econometrics and Finance article
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling by Lennart Hoogerheide; Herman K. van Dijk is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Lennart Hoogerheide; Herman K. van Dijk
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0169-2070)
- Published
- 2010
- Field
- Economics, Econometrics and Finance (Social Sciences)