Bayesian Nonparametric Estimation of Time-Varying Macroeconomic Tail Risk

Springer proceedings in mathematics & statistics 2026

View at publisher

Authors: Ramsés H. Mena, Matteo Ruggiero, Amandeep Singh

DOI: 10.1007/978-3-031-99009-0_5

Cited by: 0

References: 2

Fields of Study & Subjects

Bayesian Methods and Mixture Models Financial Risk and Volatility Modeling Statistical Methods and Inference

References 2