Biliana Güner

Ozyegin University

Assistant Professor, Statistics and Econometrics

Kusbakisi Cd. No: 2

Altunizade, Uskudar

Istanbul, 34662

Turkey

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Scholarly Papers (1)

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Bayesian Inference for Hedge Funds with Stable Distribution of Returns

RETHINKING RISK MEASURING AND REPORTING, Vol. 2, Klaus Bocker, ed., Risk Books, 2010
Posted: 02 Jun 2011
Ozyegin University, Texas Tech University, Independent and EDHEC Business School

Abstract:

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Bayesian methods, hedge fund risk, value-at-risk, MCMC, stable distributions