Bayesian Value-at-Risk and Expected Shortfall for a Large Portfolio (Multi- and Univariate Approaches)
Tytuł:
Bayesian Value-at-Risk and Expected Shortfall for a Large Portfolio (Multi- and Univariate Approaches)
Czasopismo:
Rok:
2012
Strony:
101-109
Tom (seria wydawnicza):
121
Link:
http://przyrbwn.icm.edu.pl/APP/PDF/121/a121z2bp20.pdf