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Time series plot of the VaR (red line) using time-varying linear quantile regression at

Time series plot of the VaR (red line) using time-varying linear quantile regression at

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Figure 2: Thomas Bayes (1701 -1761)
Figure 3: Prior and posterior distributions
Figure 4: Nicholas Metropolis (1915 -1999)
Figure 5: Willard Gibbs (1839 -1903)
+3 Figure 6: Fitting nonlinear and linear regression models to the...
Bayesian Analysis for Joint Value at Risk Using Linear and Nonlinear Regression Models
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  • Aug 2015
Many types of potential risks threaten investors and companies. Risk management is a process of identifying, monitoring and managing potential risks in order to minimize the negative impact which they may have on an organization or company. Therefore, using risk management tools seems necessary to manage risks, especially in financial crises. On th...
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