A new Bayesian method for estimation of value at risk and conditional value at risk

Literals

• dcterms:creator
  • Martín J.
• vivo:identifier
  • 2025-782
• dcterms:contributor
  • Jacinto Martín, M. Isabel Parra, Mario M. Pizarro, Eva L. Sanjuán
• bibo:doi
  • 10.1007/s00181-024-02664-2
• bibo:eissn
  • 1435-8921
• ou:eid
  • 2-s2.0-85206881121
• fabio:hasPublicationYear
  • 2025
• bibo:issn
  • 0377-7332
• bibo:page_range
  • 1171-1189
• dcterms:publisher
  • Empirical Economics
• ou:tipoPublicacion
  • Article
• dcterms:title
  • A new Bayesian method for estimation of value at risk and conditional value at risk
• vcard:url
  • https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85206881121&origin=inward
• ou:urlOrcid
  • https://doi.org/10.1007/s00181-024-02664-2
• ou:urlScopus
  • https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85206881121&origin=inward
• bibo:volume
  • 68

Typed Literals

• ou:openaccess
  • True (xsd:boolean)
• ou:vecesCitado
  • 1 (xsd:integer)

Relations

• ou:publicadaEnRevista
  • Empirical Economics

Inverse Relations

• Has related: ou:tienePublicacion
  • EVA TERESA LÓPEZ SANJUAN
  • JACINTO RAMÓN MARTÍN JIMÉNEZ
  • MARIO MARTÍNEZ PIZARRO
  • MARÍA ISABEL PARRA ARÉVALO