Adaptive polar sampling with an application to a Bayes measure of Value-a-Risk

L Bauwens, CS (Charles) Bos, Herman van Dijk

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages29
EditionEconometric Institute 9940/A
Publication statusPublished - 1999

Publication series

SeriesEconometric Institute
Volume9940/A

Research programs

  • EUR ESE 11

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