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Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 612)
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Table of contents (8 chapters)
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Front Matter
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Back Matter
About this book
Reviews
Authors and Affiliations
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University of Fribourg, 1700, Switzerland
David Ardia
Bibliographic Information
Book Title: Financial Risk Management with Bayesian Estimation of GARCH Models
Book Subtitle: Theory and Applications
Authors: David Ardia
Series Title: Lecture Notes in Economics and Mathematical Systems
DOI: https://doi.org/10.1007/978-3-540-78657-3
Publisher: Springer Berlin, Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2008
Softcover ISBN: 978-3-540-78656-6Published: 29 May 2008
eBook ISBN: 978-3-540-78657-3Published: 08 May 2008
Series ISSN: 0075-8442
Series E-ISSN: 2196-9957
Edition Number: 1
Number of Pages: XIV, 206
Number of Illustrations: 27 b/w illustrations
Topics: Econometrics, Macroeconomics/Monetary Economics//Financial Economics, Statistics for Business, Management, Economics, Finance, Insurance, Quantitative Finance