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
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Identification Number: 10.1007/s10690-006-9008-7
Item Type: | Article |
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Official URL: | http://www.springer.com/business/finance/journal/1... |
Additional Information: | © 2004 Springer US |
Divisions: | Economics Statistics |
Subjects: | H Social Sciences > H Social Sciences (General) H Social Sciences > HA Statistics |
Date Deposited: | 01 Jul 2008 08:25 |
Last Modified: | 11 Dec 2024 22:49 |
URI: | http://eprints.lse.ac.uk/id/eprint/6233 |
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