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Employing Bayesian Forecasting of Value-at-Risk to Determine an Appropriate Model for Risk Management

Employing Bayesian Forecasting of Value-at-Risk to Determine an Appropriate Model for Risk Management
Digital文書・図像類
CHEN, Cathy W.S., WENG, Monica M.C., 渡部, 渡部Hitotsubashi Institute for Advanced Study, Hitotsubashi University2015-12-08
Available onlineOther Libraries in Japan

Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range

Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range
Digital文書・図像類
Chen, Cathy W. S., Gerlach, Richard, Hwang, Bruce B. K., McAleer, MichaelInstitute of Economic Research, Kyoto University2011-05-18KIER Discussion Paper775
Available onlineOther Libraries in Japan
  • Author HeadingChen, Cathy W. S. Gerlach, Richard Hwang, Bruce...

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