Censored Posterior and Predictive Likelihood in Bayesian Left-Tail Prediction for Accurate Value at Risk Estimation

L. Gatarek, L.F. Hoogerheide, K. Hooning, H.K. van Dijk

Research output: Working paper / PreprintWorking paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages27
Publication statusPublished - 2013

Publication series

NameTI Discussion Paper

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