BibTeX record journals/csda/ChenGL12

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@article{DBLP:journals/csda/ChenGL12,
  author       = {Qian Chen and
                  Richard Gerlach and
                  Zudi Lu},
  title        = {Bayesian Value-at-Risk and expected shortfall forecasting via the
                  asymmetric Laplace distribution},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {56},
  number       = {11},
  pages        = {3498--3516},
  year         = {2012},
  url          = {https://doi.org/10.1016/j.csda.2010.06.018},
  doi          = {10.1016/J.CSDA.2010.06.018},
  timestamp    = {Mon, 04 Jan 2021 15:46:26 +0100},
  biburl       = {https://dblp.org/rec/journals/csda/ChenGL12.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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