Bayesian Tail Risk Forecasting with Geopolitical Narratives and Range-Based Volatility

Computational Economics 2026 Book chapter

View at publisher
Authors: Cathy W. S. Chen, Aaron E. P. Lin, Manabu Asai
DOI: 10.1007/s10614-025-11253-z
Cited by: 0
References: 36

Fields of Study & Subjects

Financial Risk and Volatility Modeling Market Dynamics and Volatility Risk and Portfolio Optimization

Publication details

Journal / source
Computational Economics
Publication date
17 January 2026
Language
EN
Document type
Book chapter