A Semiparametric Bayesian Approach to the GARCH Model with Application to Value at Risk Estimation Conference Contributions uri icon

event

  • Yeditepe International Research Conference on Bayesian Learning (YIRCoBL'11) "State of Theory and Applications"

event place

  • ESTAMBUL

country

  • TURQUIA

participation category

  • PONENCIA

publication date

  • 2011