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Financial Risk Management with Bayesian Estimation of GARCH Models = Theory and Applications /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Financial Risk Management with Bayesian Estimation of GARCH Models/ by David Ardia.
Reminder of title:	Theory and Applications /
Author:	Ardia, David.
Published:	Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg, : 2008.,
Description:	xiii, 203 p. :ill., digital ;23 cm.
Series:	Lecture Notes in Economics and Mathematical System,
Contained By:	Springer eBooks
Subject:	Economics - Statistics. -
Online resource:	http://dx.doi.org/10.1007/978-3-540-78657-3http://dx.doi.org/10.1007/978-3-540-78657-3
ISBN:	9783540786566 (paper)

Financial Risk Management with Bayesian Estimation of GARCH Models = Theory and Applications /
Ardia, David.

Financial Risk Management with Bayesian Estimation of GARCH ModelsTheory and Applications /[electronic resource] :by David Ardia. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2008. - xiii, 203 p. :ill., digital ;23 cm. - Lecture Notes in Economics and Mathematical System,6120075-8442 ;.

ISBN: 9783540786566 (paper)Subjects--Topical Terms:

898189
Economics
--Statistics.

Dewey Class. No.: 658.1

Financial Risk Management with Bayesian Estimation of GARCH Models = Theory and Applications /
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650 $a Finance. $3 542899
650 $a Risk management. $3 540477
650 $a Economics/Management Science. $3 890844
650 $a Econometrics. $3 542934
650 $a Financial Economics. $3 895543
650 $a Quantitative Finance. $3 891090
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