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BibTeX record journals/csda/ChenGL12
@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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