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Bayesian Sensitivity Analysis for VaR and CVaR Employing Distorted Band Priors

  • Source: Arias-Nicolás, J. P., Parra, M. I., Pizarro, M. M., & Sanjuán, E. L. (2024). Bayesian Sensitivity Analysis for VaR and CVaR Employing Distorted Band Priors. Axioms,

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