Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications (Lecture Notes in Economics and Mathematical Systems, 612)
ISBN-13:
9783540786566
ISBN-10:
3540786562
Edition:
2008
Author:
David Ardia
Publication date:
2008
Publisher:
Springer
Format:
Paperback
220 pages
Category:
Econometrics & Statistics
,
Economics
,
Macroeconomics
,
Theory
,
Finance
,
Investing
,
Statistics
,
Education & Reference
,
Risk Management
,
Insurance
FREE US shipping
Book details
ISBN-13:
9783540786566
ISBN-10:
3540786562
Edition:
2008
Author:
David Ardia
Publication date:
2008
Publisher:
Springer
Format:
Paperback
220 pages
Category:
Econometrics & Statistics
,
Economics
,
Macroeconomics
,
Theory
,
Finance
,
Investing
,
Statistics
,
Education & Reference
,
Risk Management
,
Insurance
Summary
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications (Lecture Notes in Economics and Mathematical Systems, 612) (ISBN-13: 9783540786566 and ISBN-10: 3540786562), written by authors
David Ardia, was published by Springer in 2008.
With an overall rating of 4.5 stars, it's a notable title among other
Econometrics & Statistics
(Economics, Macroeconomics, Theory, Finance, Investing, Statistics, Education & Reference, Risk Management, Insurance) books. You can easily purchase or rent Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications (Lecture Notes in Economics and Mathematical Systems, 612) (Paperback) from BooksRun,
along with many other new and used
Econometrics & Statistics
books
and textbooks.
And, if you're looking to sell your copy, our current buyback offer is $0.3.
Description
This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management, which allows for the possibility of obtaining small-sample results and integrating them in a formal decision model.
We would LOVE it if you could help us and other readers by reviewing the book
Book review
Congratulations! We have received your book review.
{user}
{createdAt}
by {truncated_author}