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~isPartOf:"International journal of forecasting"
~person:"Casarin, Roberto"
~person:"Dijk, Herman K. van"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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Casarin, Roberto
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International journal of forecasting
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Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart
;
Dijk, Herman K. van
- In:
International journal of forecasting
26
(
2010
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003980297
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