@article{gerlach2011bayesian,
  title   = {Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets},
  author  = {Gerlach, Richard H. and Chen, Cathy W. S. and Chan, Nancy Y. C.},
  journal = {Journal of Business \& Economic Statistics},
  year    = {2011},
  volume  = {29},
  number  = {4},
  pages   = {481--492},
  doi     = {10.1198/jbes.2010.08203},
  url={https://doi.org/10.1198/jbes.2010.08203}
}

{"_id":"Gp6QWLz9fNHpatgRc","bibbaseid":"gerlach-chen-chan-bayesiantimevaryingquantileforecastingforvalueatriskinfinancialmarkets-2011","author_short":["Gerlach, R. H.","Chen, C. W. S.","Chan, N. Y. C."],"bibdata":{"bibtype":"article","type":"article","title":"Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets","author":[{"propositions":[],"lastnames":["Gerlach"],"firstnames":["Richard","H."],"suffixes":[]},{"propositions":[],"lastnames":["Chen"],"firstnames":["Cathy","W.","S."],"suffixes":[]},{"propositions":[],"lastnames":["Chan"],"firstnames":["Nancy","Y.","C."],"suffixes":[]}],"journal":"Journal of Business & Economic Statistics","year":"2011","volume":"29","number":"4","pages":"481–492","doi":"10.1198/jbes.2010.08203","url":"https://doi.org/10.1198/jbes.2010.08203","bibtex":"@article{gerlach2011bayesian,\n title = {Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets},\n author = {Gerlach, Richard H. and Chen, Cathy W. S. and Chan, Nancy Y. C.},\n journal = {Journal of Business \\& Economic Statistics},\n year = {2011},\n volume = {29},\n number = {4},\n pages = {481--492},\n doi = {10.1198/jbes.2010.08203},\n url={https://doi.org/10.1198/jbes.2010.08203}\n}\n\n","author_short":["Gerlach, R. H.","Chen, C. W. S.","Chan, N. Y. C."],"bibbaseid":"gerlach-chen-chan-bayesiantimevaryingquantileforecastingforvalueatriskinfinancialmarkets-2011","role":"author","urls":{"Paper":"https://doi.org/10.1198/jbes.2010.08203"},"metadata":{"authorlinks":{}}},"bibtype":"article","biburl":"https://bibbase.org/f/86rSDtyKxjWGMaFqz/mypaper_bib.bib","dataSources":["6xnEEy5hJyZCurhkk","nc3CbaWRioN7RELTg","992r9jwnQcSJpf3Df","NYGmCQCWJsYyMGens","LNDMRxLMtiMiRPXLW","7anmEsrzhjvwyTCch","uv6QdCuE4kEwuCn4a","XicHzkKAg787CT3wr","S668QqANFgQm4P9nQ","GrRLArQaYwehNwqBP","vdPhYQAvCZv36DfW8","RthYdsRNpbJgcdCb7"],"keywords":[],"search_terms":["bayesian","time","varying","quantile","forecasting","value","risk","financial","markets","gerlach","chen","chan"],"title":"Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets","year":2011}