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~institution:"Board of Agriculture (Great Britain)"
~institution:"Department of Economics and Finance, College of Business and Economics"
~language:"eng"
~person:"Oxley, Les"
~subject:"Extreme value distribution"
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Department of Economics and Finance, College of Business and Economics
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Extreme Value GARCH modelling with Bayesian Inference
Oxley, Les
;
Reale, Marco
;
Scarrott, Carl
;
Zhao, Xin
-
Department of Economics and Finance, College of …
-
2009
of the major difficulties in the applications to finance and
economics
is that the assumption of independence of time …
Persistent link: https://www.econbiz.de/10005636412
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