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Financial Risk Management with Bayesian Estimation of GARCH Models
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Financial Risk Management with Bayesian Estimation of GARCH Models

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.
Undertittel
Theory and Applications
Forfatter
David Ardia
ISBN
9783540786566
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
29.5.2008
Antall sider
206