Financial risk management with Bayesian estimation of GARCH models : theory and applications
書誌事項
- タイトル
- "Financial risk management with Bayesian estimation of GARCH models : theory and applications"
- タイトル別名
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- Bayesian estimation of single-regime and regime-switching GARCH models. Applications to financial risk management
- 責任表示
- David Ardia
- 出版者
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- Springer
- 出版年月
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- c2008
- 書籍サイズ
- 24 cm
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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
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詳細情報 詳細情報について
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- CRID
- 1130282269720864896
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- NII書誌ID
- BA86142487
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- ISBN
- 9783540786566
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- LCCN
- 2008927201
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- Web Site
- https://lccn.loc.gov/2008927201
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- 本文言語コード
- en
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- 出版国コード
- gw
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- タイトル言語コード
- en
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- 出版地
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- Berlin
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- データソース種別
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- CiNii Books
