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~institution:"Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~person:"Bauwens, L."
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Bauwens, L.
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
Erasmus University Rotterdam, Econometric Institute
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Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
Bauwens, L.
;
Bos, C.S.
;
Dijk, H.K. van
-
Erasmus University Rotterdam, Econometric Institute
-
1999
parsimony and robustness. APS is applied within a Bayesian analysis of a
GARCH
-mixture model which is used for the evaluation of …
Persistent link: https://www.econbiz.de/10005051715
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