@techreport{chan2009bayesian,
  title={Bayesian time-varying quantile forecasting for Value-at-Risk in financial markets},
  author={Chan, Nancy YC and Chen, Cathy WS and Gerlach, Richard},
  year={2009}
}

{"_id":"JXW8YpF2Q62dYKZEh","bibbaseid":"chan-chen-gerlach-bayesiantimevaryingquantileforecastingforvalueatriskinfinancialmarkets-2009","author_short":["Chan, N. Y.","Chen, C. W.","Gerlach, R."],"bibdata":{"bibtype":"techreport","type":"techreport","title":"Bayesian time-varying quantile forecasting for Value-at-Risk in financial markets","author":[{"propositions":[],"lastnames":["Chan"],"firstnames":["Nancy","YC"],"suffixes":[]},{"propositions":[],"lastnames":["Chen"],"firstnames":["Cathy","WS"],"suffixes":[]},{"propositions":[],"lastnames":["Gerlach"],"firstnames":["Richard"],"suffixes":[]}],"year":"2009","bibtex":"@techreport{chan2009bayesian,\n title={Bayesian time-varying quantile forecasting for Value-at-Risk in financial markets},\n author={Chan, Nancy YC and Chen, Cathy WS and Gerlach, Richard},\n year={2009}\n}\n\n\n\n","author_short":["Chan, N. Y.","Chen, C. W.","Gerlach, R."],"key":"chan2009bayesian","id":"chan2009bayesian","bibbaseid":"chan-chen-gerlach-bayesiantimevaryingquantileforecastingforvalueatriskinfinancialmarkets-2009","role":"author","urls":{},"metadata":{"authorlinks":{}},"html":""},"bibtype":"techreport","biburl":"https://bibbase.org/f/A3262BAGQQ2MQf26h/citations_with_doi_v3 (1).bib","dataSources":["6xnEEy5hJyZCurhkk","nc3CbaWRioN7RELTg","992r9jwnQcSJpf3Df","NYGmCQCWJsYyMGens","LNDMRxLMtiMiRPXLW","7anmEsrzhjvwyTCch","uv6QdCuE4kEwuCn4a","S668QqANFgQm4P9nQ"],"keywords":[],"search_terms":["bayesian","time","varying","quantile","forecasting","value","risk","financial","markets","chan","chen","gerlach"],"title":"Bayesian time-varying quantile forecasting for Value-at-Risk in financial markets","year":2009}