Yiyang Qi

CME Group

Quantitative Risk Analyst

20 S Wacker Dr

Chicago, IL 60606

United States

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Scholarly Papers (1)

1.

Bayesian Value at Risk Metrics for Equity Portfolios

Number of pages: 17 Posted: 05 Sep 2014 Last Revised: 10 Mar 2017
Independent, Independent, Independent, Independent, CME Group, Independent, New Jersey Institute of Technology and Independent
Downloads 194 (156,355)

Abstract:

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Bayesian Inference, Value at Risk, Burr Distribution