Financial risk management with Bayesian estimation of GARCH models : theory and applications

Web Site CiNii 所蔵館 40館

書誌事項

タイトル
"Financial risk management with Bayesian estimation of GARCH models : theory and applications"
責任表示
David Ardia
出版者
  • Springer
出版年月
  • c2008
書籍サイズ
24 cm
タイトル別名
  • Bayesian estimation of single-regime and regime-switching GARCH models. Applications to financial risk management

この図書・雑誌をさがす

注記

"This book is the Ph.D. dissertation with the original title 'Bayesian estimation of single-regime and regime-switching GARCH models. Applications to financial risk management' presented to the Faculty ... at the University of Fribourg Switzerland by the author. Accepted by the Faculty Council on 19 February 2008. The Faculty ... neither approves nor disapproves the opinions expressed in a doctoral dissertation."--T.p. verso

Includes bibliographical references (p. [191]-200) and index

関連図書・雑誌

もっと見る

詳細情報 詳細情報について

ページトップへ