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Qian Chen
ORCID
Publication Activity (10 Years)
Years Active: 2012-2012
Publications (10 Years): 0
Top Topics
Bayesian Learning
Data Distribution
Opportunity Cost
Forecasting Model
Top Venues
Comput. Stat. Data Anal.
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Publications
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Qian Chen
,
Richard Gerlach
,
Zudi Lu
Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution.
Comput. Stat. Data Anal.
56 (11) (2012)