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~institution:"Forschungsinstitut zur Zukunft der Arbeit"
~institution:"Melbourne Business School"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~person:"Zhao, Xin"
~type_genre:"Working Paper"
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Forschungsinstitut zur Zukunft der Arbeit
Melbourne Business School
University of Canterbury / Dept. of Economics and Finance
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Bayesian extreme
value
mixture modelling for estimating VaR
Zhao, Xin
;
Scarrott, Carl John
;
Reale, Marco
;
Oxley, Les
-
2009
Persistent link: https://www.econbiz.de/10008669712
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