Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications - Lecture Notes in Economics and Mathematical Systems - David Ardia - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540786566 - May 29, 2008
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David Ardia
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications - Lecture Notes in Economics and Mathematical Systems 2008 edition

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As this study aims to demonstrate, the Bayesian approach o ers an attractive alternative which enables small sample results, robust estimation, model discrimination and probabilistic statements on nonlinear functions of the model parameters.

206 pages, black & white illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released May 29, 2008
ISBN13 9783540786566
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 206
Dimensions 155 × 235 × 12 mm   ·   317 g
Language English  

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