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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Journal of econometrics"
~person:"Borowska, Agnieszka"
~source:"econis"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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Borowska, Agnieszka
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Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
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