Tong, Howell, Siu, T.K and Yang, H (2004) On Bayesian value at risk: from linear to non-linear portfolios. Asian pacific financial markets, 11 (2). pp. 161-184. ISSN 1387-2834
| Item Type: | Article |
|---|---|
| Official URL: | http://www.springer.com/business/finance/journal/1... |
| Additional Information: | © 2004 Springer US |
| Library of Congress subject classification: | H Social Sciences > H Social Sciences (General) H Social Sciences > HA Statistics |
| Sets: | Collections > Economists Online Departments > Economics Departments > Statistics |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/6233/ |
Actions (login required)
 |
Record administration - authorised staff only |
