【作者(必填)】Giacomo Bormettiab*, Maria Elena De Giulic, Danilo Delpinibd & Claudia Tarantolac

【文题(必填)】Bayesian Value-at-Risk with product partition models


【年份(必填)】Quantitative Finance Volume 12, Issue 5, 2012

【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/14697680903512786