Bayesian tail risk interdependence using quantile regression M. Bernardi† , G. Gayraud‡ and L. Petrella† † ‡ - Interdependence Theory - Document - PDFSEARCH.IO

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	Bayesian tail risk interdependence using quantile regression M. Bernardi† , G. Gayraud‡ and L. Petrella† † ‡ Add to Reading List Document Date: 2014-04-10 13:23:52 Open Document File Size: 560,33 KB Share Result on Facebook Country United States / / Currency pence / / Facility Carlo Giannini University of Pavia / Sapienza University / / IndustryTerm important capital evaluation tool / / Organization University of Rome / Sapienza University / Carlo Giannini University of Pavia / / Person Van Dyk / Park Dyk / / Technology blocked Gibbs algorithm / / SocialTag Regression analysis Statistical theory Quantile regression Quantile Normal distribution Bayesian inference Exponential distribution Statistics Econometrics Bayesian statistics

Bayesian tail risk interdependence using quantile regression M. Bernardi† , G. Gayraud‡ and L. Petrella† † ‡Add to Reading List