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

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Bibliographic Information

Title
"Financial risk management with Bayesian estimation of GARCH models : theory and applications"
Statement of Responsibility
David Ardia
Publisher
  • Springer
Publication Year
  • c2008
Book size
24 cm
Other Title
  • Bayesian estimation of single-regime and regime-switching GARCH models. Applications to financial risk management

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Notes

"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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