Showing 1 - 10 of 51
Parameter estimates of structural economic models are often difficult to interpret at the light of the underlying economic theory. Bayesian methods have become increasingly popular as a tool for conducting inference on structural models since priors offer a way to exert control over the...
Persistent link: https://www.econbiz.de/10010464781
Persistent link: https://www.econbiz.de/10011334167
Persistent link: https://www.econbiz.de/10009667076
Persistent link: https://www.econbiz.de/10010338270
Persistent link: https://www.econbiz.de/10001191693
Persistent link: https://www.econbiz.de/10001145367
Persistent link: https://www.econbiz.de/10012425921
the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …
Persistent link: https://www.econbiz.de/10011301159
Persistent link: https://www.econbiz.de/10000550884
Persistent link: https://www.econbiz.de/10010418227