9783540786566-3540786562-Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications (Lecture Notes in Economics and Mathematical Systems, 612)

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
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Book details

ISBN-13: 9783540786566
ISBN-10: 3540786562
Edition: 2008
Author: David Ardia
Publication date: 2008
Publisher: Springer
Format: Paperback 220 pages

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.

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