Login / Signup
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation.
María Concepción Ausín
Pedro Galeano
Pulak Ghosh
Published in:
Eur. J. Oper. Res. (2014)
Keyphrases
</>
semi parametric
financial time series
feature selection
constrained optimization
parametric models