PUBLICACIÓN

New Bayesian method for estimation of Value at Risk and Conditional Value at Risk

ACCEDER A LA PUBLICACIÓN: Orcid

Martín, J., Parra, M.I., Sanjuán, E.L., Pizarro, M.M.

2023

EID

2-s2.0-85164400307

ISSN

2331-8422

BIBTEX

@article{Parra2023,title = {New Bayesian method for estimation of Value at Risk and Conditional Value at Risk},journal = {arXiv},year = {2023},author = {Mart{\'i}n, J. and Parra, M.I. and Sanju{\'a}n, E.L. and Pizarro, M.M.}}

AUTORES DE LA UEX

María Isabel Parra Arévalo

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