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~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Hooning, Koen"
~subject:"ARCH-Modell"
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Hooning, Koen
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Tinbergen Institute Discussion Paper 13-060/III
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Censored posterior and predictive likelihood in Bayesian left-tail prediction for accurate value at risk estimation
Gatarek, Lukasz
;
Hoogerheide, Lennart
;
Hooning, Koen
; …
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2013
Persistent link: https://www.econbiz.de/10009756308
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