Bayesian Non-Parametric Portfolio Allocation and Hedging Risk with Multivariate Asymmetric GARCH Conference Contributions uri icon

event

  • 6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012) / 5th International Conference of the ERCIM Working Group on Computing & Statistics (ERCIM 2012)

event place

  • OVIEDO

participation category

  • PONENCIA INVITADA

publication date

  • 2012