A new Bayesian method for estimation of value at risk and conditional value at risk
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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1 Online-Ressource.
- Language
-
Englisch
- Bibliographic citation
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A new Bayesian method for estimation of value at risk and conditional value at risk ; day:15 ; month:10 ; year:2024 ; pages:1-19
Empirical economics ; (15.10.2024), 1-19
- Classification
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Wirtschaft
- Creator
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Martín, Jacinto
Parra, M. Isabel
Pizarro, Mario M.
Sanjuán, Eva L.
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s00181-024-02664-2
- URN
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urn:nbn:de:101:1-2501022113225.611246884771
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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15.08.2025, 7:21 AM CEST
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Martín, Jacinto
- Parra, M. Isabel
- Pizarro, Mario M.
- Sanjuán, Eva L.
- SpringerLink (Online service)
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