Location of Repository

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
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://www.springer.com/busine... (external link)
  • http://eprints.lse.ac.uk/6233/ (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.