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On Bayesian value at risk: from linear to non-linear portfolios

By Howell Tong, T.K Siu and H Yang
Topics: H Social Sciences (General), HA Statistics
Publisher: Springer US
Year: 2004
DOI identifier: 10.1007/s10690-006-9008-7
OAI identifier: oai:eprints.lse.ac.uk:6233
Provided by: LSE Research Online
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