Bayesian Sensitivity Analysis for VaR and CVaR Employing Distorted Band Priors | Open Data UNEx

https://opendata.unex.es/recurso/ciencia-tecnologia/investigacion/publicaciones/Publicacion/2024-440

Literals

dcterms:contributor
- José Pablo Arias-Nicolás, María Isabel Parra, Mario M. Pizarro, Eva L. Sanjuán
bibo:doi
- 10.3390/axioms13020077
fabio:hasPublicationYear
- 2024
vivo:identifier
- 2024-440
ou:tipoPublicacion
- Article
dcterms:title
- Bayesian Sensitivity Analysis for VaR and CVaR Employing Distorted Band Priors
vcard:url
- https://doi.org/10.3390/axioms13020077
ou:urlOrcid
- https://doi.org/10.3390/axioms13020077

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