Hochschulschrift
Financial risk management with Bayesian estimation of GARCH models : theory and applications
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
-
9783540786566
- Maße
-
24 cm
- Umfang
-
XI, 203 S.
- Sprache
-
Englisch
- Anmerkungen
-
graph. Darst.
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
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 13:56 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Hochschulschrift
Beteiligte
- Ardia, David
- Springer
Entstanden
- 2008
Ähnliche Objekte (12)
Financial risk management with Bayesian estimation of GARCH models : theory and applications
Efficient Bayesian Estimation and Combination of GARCH-Type Models
Bayesian semiparametric multivariate GARCH modeling
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
Bayesian inference of multivariate-GARCH-BEKK models
Bayesian GARCH modeling of functional sports data
Stable-GARCH models for financial returns: Fast estimation and tests for stability
GARCH Estimation and Discrete Stock Prices
Bayesian Analysis of Realized Matrix-Exponential GARCH Models
Parameter estimation in nonlinear AR-GARCH models
Indirect Estimation of α-Stable Garch Models
Bayesian log-linear beta-negative binomial integer-valued Garch model
Financial risk management with Bayesian estimation of GARCH models : theory and applications
Efficient Bayesian Estimation and Combination of GARCH-Type Models
Bayesian semiparametric multivariate GARCH modeling
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
Bayesian inference of multivariate-GARCH-BEKK models
Bayesian GARCH modeling of functional sports data
Stable-GARCH models for financial returns: Fast estimation and tests for stability
GARCH Estimation and Discrete Stock Prices
Bayesian Analysis of Realized Matrix-Exponential GARCH Models
Parameter estimation in nonlinear AR-GARCH models
Indirect Estimation of α-Stable Garch Models
Bayesian log-linear beta-negative binomial integer-valued Garch model
Financial risk management with Bayesian estimation of GARCH models : theory and applications
Efficient Bayesian Estimation and Combination of GARCH-Type Models
Bayesian semiparametric multivariate GARCH modeling
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
Bayesian inference of multivariate-GARCH-BEKK models
Bayesian GARCH modeling of functional sports data
Stable-GARCH models for financial returns: Fast estimation and tests for stability
GARCH Estimation and Discrete Stock Prices
Bayesian Analysis of Realized Matrix-Exponential GARCH Models
Parameter estimation in nonlinear AR-GARCH models
Indirect Estimation of α-Stable Garch Models