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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Bayesian time-varying quantile forecasting for value-at-risk in financial markets
Gerlach, Richard H.
;
Chen, Cathy W. S.
;
Chan, Nancy Y. C.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 481-492
Persistent link: https://www.econbiz.de/10009355672
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