Non-linear volatility modeling in classical and Bayesian frameworks with applications to risk management
Tatiana Miazhynskaia, Engelbert Dockner, Sylvia Frühwirth-Schnatter and Georg Dorffner
| Year of publication: |
2005
|
|---|---|
| Authors: | Miazhynskaia, Tatiana ; Dockner, Engelbert J. ; Frühwirth-Schnatter, Sylvia ; Dorffner, Georg |
| Published in: |
Adaptive information systems and modelling in economics and management science. - Wien [u.a.] : Springer, ISBN 978-3-211-20684-3. - 2005, p. 73-98
|
| Subject: | Theorie | Theory | Volatilität | Volatility | Risikomanagement | Risk management | Bayes-Statistik | Bayesian inference | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003319811