Model risk management: limits and future of Bayesian approaches
J.P. Florens, C. Gourieroux and A. Monfort
| Year of publication: |
2019
|
|---|---|
| Authors: | Florens, Jean-Pierre ; Gouriéroux, Christian ; Monfort, Alain |
| Published in: |
Annals of economics and statistics. - Amiens : GENES, ISSN 2115-4430, ZDB-ID 2588293-4. - Vol. 136.2019, p. 1-26
|
| Subject: | Model Risk | Bayesian Approach | Model Choice | Validation | Risikomanagement | Risk management | Bayes-Statistik | Bayesian inference | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.15609/annaeconstat2009.136.0001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012306077