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Financial risk management with Bayesian estimation of GARCH models theory and applications

Zugl.: Fribourg, Univ., Diss., 2008 u.d.T.: Ardia, David: Bayesian estimation of single regime and regime switching GARCH models

  1. http://d-nb.info/987538780/04
Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/244053180
Date January 2008
CreatorsArdia, David
PublisherBerlin Heidelberg Springer
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish

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