Bayesian inference of VaR based on SGT distribution

被引：0
|
作者：
Wang, Kai-Ming [1 ]
Pan, He-Ping [1 ,2 ,3 ]
Zhang, Yu-Zhong [4 ]
机构：
[1] School of Management and Economics, University of Electronic Science and Technology of China, Chengdu 610054, China
[2] Prediction Research Centre, University of Electronic Science and Technology of China, Chengdu 610054, China
[3] Finance Research of Center, Southwestern University of Finance and Economics, Chengdu 610054, China
[4] School of Applied Mathematics, University of Electronic Science and Technology of China, Chengdu 610054, China
来源：
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice | 2010年 / 30卷 / 03期
关键词：
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摘要：
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页码：419 / 425
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