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A bayesian non-parametric approach to asymmetric dynamis conditional correlation model with application to portfolio selection
Conference Contributions
Overview
Overview
authors
AUSIN OLIVERA, MARIA CONCEPCION
GALEANO SAN MIGUEL, PEDRO
VIRBICKAITE, AUDRONE
event
XXXIX European Meeting of Statisticians
event place
Budapest
country
HUNGRÍA
participation category
PÓSTER
web site
http://ems2013.eu/conf/upload/BEK086_006.pdf
publication date
2013