Financial risk management with Bayesian estimation of GARCH models : theory and applications / David Ardia
(Lecture notes in economics and mathematical systems ; 612)
出版者 | Berlin : Springer |
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出版年 | c2008 |
大きさ | xi, 203 p. : ill. ; 24 cm |
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巻 次 | 配架場所 | 請求記号 | 資料番号 | 状 態 | コメント | 請求メモ(学内のみ) | 予約 | |
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書庫外部保存庫 | D330.1/326-612 | 082005844 |
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別書名 | その他のタイトル:Bayesian estimation of single-regime and regime-switching GARCH models. Applications to financial risk management |
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一般注記 | "This book is the Ph.D. dissertation with the title "Bayesian estimation of single-regime and regime-switching GARCH models. Applications to financial risk management" presented to the Faculty ... at the University of Fribourg Switzerland by the author. Accepted by the Faculty Council on 19 February 2008. The Faculty ... neither approves nor disapproves the opinions expressed in a doctoral dissertation"--t.p. verso Includes bibliographical references and index |
NCID | BA86142487 |
本文言語 | 英語 |
著者標目 | Ardia, David |
ISBN | 9783540786566 |
書誌ID | BB03052025 |
巻冊次 | ISBN:9783540786566 |