Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
Crossref DOI link: https://doi.org/10.1007/s10260-020-00550-6
Published Online: 2020-11-18
Published Print: 2021-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bottone, Marco http://orcid.org/0000-0002-3992-3553
Petrella, Lea
Bernardi, Mauro
Text and Data Mining valid from 2020-11-18
Version of Record valid from 2020-11-18
Article History
Accepted: 3 November 2020
First Online: 18 November 2020