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A Generalized SSAR Model and
Predictive Distribution
with an Application to VaR
A Generalized SSAR Model and Predictive Distribution with an Application to VaR
Paper
文書・図像類
Kunitomo, Naoto, Sato, Seisho
日本経済国際共同センター
2001-07
Discussion paper series. CIRJE-F
CF-122
Other Libraries in Japan
Subject Heading
...rmation Models
Predictive distribution
Predictive Median Value at Ri...
Reached to the end of result.
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