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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

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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.
Undertitel
Theory and Applications
Författare
David Ardia
ISBN
9783540786566
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2008-05-29
Sidor
206