Bayesian estimation of single-regime and regime-switching GARCH models : applications to financial risk management
by David Ardia
| Year of publication: |
2008
|
|---|---|
| Authors: | Ardia, David |
| Subject: | Bayes-Statistik | Bayesian inference | ARCH-Modell | ARCH model | Regressionsanalyse | Regression analysis | Nichtlineare Regression | Nonlinear regression | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XI, 165 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Fribourg, Univ., Diss., 2008 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003855637