Financial Risk Management with Bayesian Estimation of GARCH Models Theory and Applications /

Saved in:

Bibliographic Details
Main Author:	Ardia, David
Corporate Author:	SpringerLink (Online service)
Format:	Electronic eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
Series:	Lecture Notes in Economics and Mathematical System, 612
Subjects:	Economics. Finance. Economics > Statistics. Econometrics. Economics/Management Science. Financial Economics. Statistics for Business/Economics/Mathematical Finance/Insurance. Quantitative Finance.
Online Access:	http://dx.doi.org/10.1007/978-3-540-78657-3
Tags:	Add Tag No Tags, Be the first to tag this record!

Financial Risk Management with Bayesian Estimation of GARCH Models Theory and Applications / by Ardia, David

Published 2008

Get full text

Electronic eBook