Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting.
| Autor: | Schamberger, Benedikt1 schamberger.benedikt@gmail.com, Gruber, Lutz F.1 lutz.gruber@gmail.com, Czado, Claudia1 cczado@ma.tum.de |
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| Zdroj: | Econometrics (2225-1146). 2017, Vol. 5 Issue 2, p21. 23p. |
| Databáze: | Business Source Ultimate |
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