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Please use this identifier to cite or link to this item: http://hdl.handle.net/10086/27665

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Title: Employing Bayesian Forecasting of Value-at-Risk to Determine an Appropriate Model for Risk Management
Authors: CHEN, Cathy W.S.
WENG, Monica M.C.
WATANABE, Toshiaki  
Issue Date: 8-Dec-2015
Publisher: Hitotsubashi Institute for Advanced Study, Hitotsubashi University
Physical Description: 35 p.
Series/Report no.: Discussion paper series ; No. HIAS-E-16
Language: eng
Text Version: publisher
Appears in Collections:Discussion paper series / Hitotsubashi Institute for Advanced Study, Hitotsubashi University

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