Forecastingvalue-at-risk and expected shortfall: A Bayesian approach Conference Contributions uri icon

event

  • 14th International Conference on Computational and Financial Econometrics (Virtual CFE 2020) y 13th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics), Working Group on Computational and Methodological Statistics (Virtual CMStatistics 2020)

event place

  • Londres

country

  • REINO UNIDO

participation category

  • PONENCIA

main title

  • Programme and abstracts : 14th International Conference on Computational and Financial Econometrics (Virtual CFE 2020) http://www.cfenetwork.org/CFE2020 and 13th International Conference of theERCIM (European Research Consortium for Informatics and Mathematics), Working Group on Computational and Methodological Statistics (Virtual CMStatistics 2020) http://www.cmstatistics.org/CMStatistics2020 :19 &- 21 December 2020

publication date

  • 2020

isbn

  • 978-9963-2227-9-7