Hochschulschrift | Online-Publikation
Financial risk management with Bayesian estimation of GARCH models : theory and applications
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
-
9783540786573
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Lizenzpflichtig
Zugl.: Fribourg, Univ., Diss., 2008 u.d.T.: Ardia, David: Bayesian estimation of single regime and regime switching GARCH models
- Erschienen in
-
Lecture notes in economics and mathematical systems ; 612
- Schlagwort
-
Volatilität
Risikomanagement
Bayes-Inferenz
GARCH-Prozess
- Ereignis
-
Veröffentlichung
- (wo)
-
Berlin, Heidelberg
- (wer)
-
Springer
- (wann)
-
2008
- Urheber
-
Ardia, David
- DOI
-
10.1007/978-3-540-78657-3
- URN
-
urn:nbn:de:1111-2008070179
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 14:19 MESZ
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Objekttyp
- Hochschulschrift
- Online-Publikation
Beteiligte
- Ardia, David
- Springer
Entstanden
- 2008
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