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：

15;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

页码：419 / 425

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